| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 56 | |||
| Reduced model | 57 | -1 | 7.46146714014372 | 0.00841506573858112 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 56 | |||
| Reduced model | 57 | -1 | 0.698533472565358 | 0.406828894754501 |
