| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 41 | |||
| Reduced model | 47 | -6 | 4.9715398226078 | 0.000661323138032253 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 41 | |||
| Reduced model | 47 | -6 | 14.2602118909268 | 1.06605667557322e-08 |
