| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 41 | |||
| Reduced model | 47 | -6 | 0.801722037410998 | 0.574310627010618 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 41 | |||
| Reduced model | 47 | -6 | 4.64713950897487 | 0.00109122924439183 |
