| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 40 | |||
| Reduced model | 46 | -6 | 1.06317282183100 | 0.400480308625414 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 40 | |||
| Reduced model | 46 | -6 | 1.45909208304149 | 0.216952206270353 |
