| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 26 | |||
| Reduced model | 32 | -6 | 0.863793723631527 | 0.534184958007259 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 26 | |||
| Reduced model | 32 | -6 | 3.27509695751751 | 0.0155644690272402 |
