| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 343 | |||
| Reduced model | 348 | -5 | 4.24555777932969 | 0.00092838015911167 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 343 | |||
| Reduced model | 348 | -5 | 5.21084337222501 | 0.000126284887731180 |
