| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 51 | |||
| Reduced model | 54 | -3 | 0.275053325442668 | 0.843117412326528 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 51 | |||
| Reduced model | 54 | -3 | 1.97078752879502 | 0.130053484844488 |
