| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 37 | |||
| Reduced model | 40 | -3 | 0.381779631790023 | 0.766704142360371 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 37 | |||
| Reduced model | 40 | -3 | 0.535450885324103 | 0.660887603237326 |
