| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 42 | |||
| Reduced model | 48 | -6 | 2.36463430109847 | 0.0466245135990664 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 42 | |||
| Reduced model | 48 | -6 | 3.66142115195767 | 0.00515987307811086 |
