| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 59 | |||
| Reduced model | 62 | -3 | 1.14548536378319 | 0.338279576757635 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 59 | |||
| Reduced model | 62 | -3 | 0.519929512207685 | 0.670217980103253 |
