| Granger Causality Test: Y = f(X) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 10 | |||
| Reduced model | 12 | -2 | 0.666624985333373 | 0.534844655935066 |
| Granger Causality Test: X = f(Y) | ||||
| Model | Res.DF | Diff. DF | F | p-value |
| Complete model | 10 | |||
| Reduced model | 12 | -2 | 0.758361390241037 | 0.493577591902288 |
