| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 25 | |||
| Reduced model | 36 | -11 | 5.44123795294076 | 0.000221379688615170 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 25 | |||
| Reduced model | 36 | -11 | 0.681663651357635 | 0.74263188885434 |
