| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 347 | |||
| Reduced model | 350 | -3 | 5.48734787894129 | 0.00107835221618706 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 347 | |||
| Reduced model | 350 | -3 | 4.73361056590289 | 0.0029909032769808 |
