| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 25 | |||
| Reduced model | 36 | -11 | 1.43725151340369 | 0.217620889369628 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 25 | |||
| Reduced model | 36 | -11 | 2.66262318282821 | 0.0206223153333476 |
