| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 45 | |||
| Reduced model | 49 | -4 | 9.25694675525097 | 1.51597444224986e-05 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 45 | |||
| Reduced model | 49 | -4 | 1.47166145290124 | 0.226641708055298 |
