| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 10 | |||
| Reduced model | 12 | -2 | 0.0678878478466677 | 0.934792124125515 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 10 | |||
| Reduced model | 12 | -2 | 0.982613191839881 | 0.407751343166367 |
