| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 325 | |||
| Reduced model | 336 | -11 | 2.16948766288930 | 0.0157968488311014 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 325 | |||
| Reduced model | 336 | -11 | 2.72138920219981 | 0.00224726341068437 |
