| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 51 | |||
| Reduced model | 54 | -3 | 4.02013368224365 | 0.0121158615095798 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 51 | |||
| Reduced model | 54 | -3 | 3.98893691028991 | 0.0125503458303873 |
