| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 35 | |||
| Reduced model | 46 | -11 | 3.01021134812325 | 0.00637600571419875 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 35 | |||
| Reduced model | 46 | -11 | 0.401713054807657 | 0.94582219201967 |
