| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 27 | |||
| Reduced model | 38 | -11 | 3.71009278741159 | 0.00266488267475857 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 27 | |||
| Reduced model | 38 | -11 | 3.01846365998104 | 0.00944371420383516 |
