| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 323 | |||
| Reduced model | 334 | -11 | 3.20113818040437 | 0.000378083069116511 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 323 | |||
| Reduced model | 334 | -11 | 2.30833250576292 | 0.00981608244038397 |
