| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 39 | |||
| Reduced model | 45 | -6 | 0.678428232462089 | 0.667807882725121 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 39 | |||
| Reduced model | 45 | -6 | 0.788109408521406 | 0.584640754493407 |
