| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 13 | |||
| Reduced model | 24 | -11 | 2.73419557823563 | 0.044037367362045 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 13 | |||
| Reduced model | 24 | -11 | 0.572456286814562 | 0.819589814741206 |
