| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 85 | |||
| Reduced model | 88 | -3 | 0.110486441741268 | 0.953755757461224 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 85 | |||
| Reduced model | 88 | -3 | 0.479690756387623 | 0.697265680701492 |
