| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 342 | |||
| Reduced model | 348 | -6 | 3.60470365081398 | 0.0017648744600666 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 342 | |||
| Reduced model | 348 | -6 | 5.12051346516371 | 4.70071461240744e-05 |
