| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 28 | |||
| Reduced model | 34 | -6 | 4.98048574562726 | 0.00139115339142478 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 28 | |||
| Reduced model | 34 | -6 | 2.47809832357827 | 0.0475481398623699 |
