| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 53 | |||
| Reduced model | 59 | -6 | 1.11914036621554 | 0.363902939657704 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 53 | |||
| Reduced model | 59 | -6 | 0.97341129853003 | 0.452326142221138 |
