| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 42 | |||
| Reduced model | 48 | -6 | 6.02910274495906 | 0.000129812613420801 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 42 | |||
| Reduced model | 48 | -6 | 1.21430408165717 | 0.318134134323851 |
