| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 27 | |||
| Reduced model | 38 | -11 | 1.18677687109745 | 0.341221508764087 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 27 | |||
| Reduced model | 38 | -11 | 4.18040316047275 | 0.00118393690914422 |
