| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 350 | |||
| Reduced model | 353 | -3 | 4.20846819008579 | 0.00607266545354237 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 350 | |||
| Reduced model | 353 | -3 | 4.09500912682108 | 0.00707613890892623 |
