| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 13 | |||
| Reduced model | 24 | -11 | 2.11172099940498 | 0.100527543841121 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 13 | |||
| Reduced model | 24 | -11 | 2.69578828481119 | 0.0462381584940448 |
