| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 55 | |||
| Reduced model | 56 | -1 | 0.222240903325980 | 0.63920247214146 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 55 | |||
| Reduced model | 56 | -1 | 0.0311597818656432 | 0.860532787456286 |
