| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 329 | |||
| Reduced model | 338 | -9 | 3.77783273047235 | 0.000150815767739042 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 329 | |||
| Reduced model | 338 | -9 | 2.55446817122748 | 0.00753829401501273 |
