| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 29 | |||
| Reduced model | 35 | -6 | 2.84128000027996 | 0.0266762994566579 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 29 | |||
| Reduced model | 35 | -6 | 0.232993256534570 | 0.96229493359771 |
