| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 38 | |||
| Reduced model | 41 | -3 | 0.724413153010317 | 0.543713847660074 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 38 | |||
| Reduced model | 41 | -3 | 0.0557420140031094 | 0.98242687864272 |
