| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 62 | |||
| Reduced model | 65 | -3 | 0.913436845669187 | 0.439737806861972 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 62 | |||
| Reduced model | 65 | -3 | 0.592349702698448 | 0.622348233178692 |
