| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 40 | |||
| Reduced model | 46 | -6 | 3.27332964865416 | 0.0102978115266227 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 40 | |||
| Reduced model | 46 | -6 | 0.0917286243087231 | 0.99682599110755 |
