| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 49 | |||
| Reduced model | 52 | -3 | 1.19142826504205 | 0.322760412127864 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 49 | |||
| Reduced model | 52 | -3 | 2.05805834269331 | 0.117939224062247 |
