| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 67 | |||
| Reduced model | 68 | -1 | 6.54693864278981 | 0.0127720552817635 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 67 | |||
| Reduced model | 68 | -1 | 42.0457224749502 | 1.25406432920016e-08 |
