| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 33 | |||
| Reduced model | 44 | -11 | 3.93642823120427 | 0.00107730639495722 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 33 | |||
| Reduced model | 44 | -11 | 4.19363929270745 | 0.000658126748650185 |
