| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 37 | |||
| Reduced model | 40 | -3 | 1.18356753631214 | 0.329229574707259 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 37 | |||
| Reduced model | 40 | -3 | 0.253869376109004 | 0.858072968804622 |
