| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 351 | |||
| Reduced model | 354 | -3 | 4.96605807592504 | 0.0021807737936493 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 351 | |||
| Reduced model | 354 | -3 | 5.40495785948679 | 0.00120348955805214 |
