| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 342 | |||
| Reduced model | 347 | -5 | 3.9790518245703 | 0.00160320183334819 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 342 | |||
| Reduced model | 347 | -5 | 6.52173785051175 | 8.24077704811063e-06 |
