| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 32 | |||
| Reduced model | 43 | -11 | 3.45828229823850 | 0.0029546756110958 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 32 | |||
| Reduced model | 43 | -11 | 3.05637996297823 | 0.00666138726228374 |
