| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 25 | |||
| Reduced model | 36 | -11 | 1.50106786232700 | 0.192840617180049 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 25 | |||
| Reduced model | 36 | -11 | 2.10192945663510 | 0.0602176992922782 |
