| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 339 | |||
| Reduced model | 345 | -6 | 6.4711162445095 | 1.78145776350258e-06 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 339 | |||
| Reduced model | 345 | -6 | 0.654547770395739 | 0.686462563098269 |
