| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 51 | |||
| Reduced model | 54 | -3 | 9.5863152949699 | 4.00007322071663e-05 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 51 | |||
| Reduced model | 54 | -3 | 1.10080903056363 | 0.357381907538734 |
