| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 26 | |||
| Reduced model | 37 | -11 | 1.89878113777117 | 0.0873381590900963 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 26 | |||
| Reduced model | 37 | -11 | 3.12693526634216 | 0.00821921948929713 |
