| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 61 | |||
| Reduced model | 64 | -3 | 1.28478419465544 | 0.287659576241202 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 61 | |||
| Reduced model | 64 | -3 | 18.3942720580317 | 1.29235756557561e-08 |
