| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 50 | |||
| Reduced model | 53 | -3 | 0.165566973103125 | 0.919078624639072 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 50 | |||
| Reduced model | 53 | -3 | 0.893235007525497 | 0.451189224842477 |
