| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 338 | |||
| Reduced model | 344 | -6 | 5.45683585615475 | 2.09437355359953e-05 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 338 | |||
| Reduced model | 344 | -6 | 3.98720237174983 | 0.000716851709946465 |
