| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 55 | |||
| Reduced model | 56 | -1 | 14.5945416732191 | 0.000341182020349959 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 55 | |||
| Reduced model | 56 | -1 | 11.6324779740634 | 0.00122100622489072 |
