Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model53
Reduced model54-10.2425623534366210.624395687522552


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model53
Reduced model54-11.569759440013740.215741695019565