| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 327 | |||
| Reduced model | 338 | -11 | 2.19086449751538 | 0.0146736813674865 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 327 | |||
| Reduced model | 338 | -11 | 2.69563093444027 | 0.00246392971147482 |
