Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model32
Reduced model37-50.5374787514458140.746342636704645


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model32
Reduced model37-51.669972280790910.170308232979917