| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 10 | |||
| Reduced model | 21 | -11 | 1.6316304322705 | 0.224485403439634 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 10 | |||
| Reduced model | 21 | -11 | 1.29125920128293 | 0.347277170120112 |
