| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 27 | |||
| Reduced model | 38 | -11 | 1.03961325987510 | 0.441373797356831 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 27 | |||
| Reduced model | 38 | -11 | 1.41292252657648 | 0.223533689524526 |
