My data (about 20-30 data points) seems to be following a quadratic pattern, and it's quite plausible that they influence each other:

For $X < 16$, the influence (direction of "Granger-causality") seems to go from $Y$ to $X$, while for $X > 16$ the direction of causality seems to be reversed.

In other (interpretative) words: Two effects may be present, where one of them dominates up until $X < 16$, while the other takes over beyond that point.

Is it fine just to quote the $R^2$-value(s) and the $p$-value(s) for either $Y$ on $X$ or $X$ on $Y$, or must some alarm bells go off if the two variables influence one another (i.e., the dependent variable effectively becoming the independent variable, and vice versa, for half the data-set)?


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