| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 64 | |||
| Reduced model | 65 | -1 | 12.4376692690221 | 0.000783976569484982 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 64 | |||
| Reduced model | 65 | -1 | 0.892879730817629 | 0.348251937066388 |
