| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 344 | |||
| Reduced model | 349 | -5 | 4.16310346160613 | 0.00109878776929504 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 344 | |||
| Reduced model | 349 | -5 | 6.30453542038493 | 1.29237707588170e-05 |
