| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 39 | |||
| Reduced model | 45 | -6 | 0.473559026709783 | 0.82373173096659 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 39 | |||
| Reduced model | 45 | -6 | 0.813022317281007 | 0.566331203053383 |
