Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model346
Reduced model350-45.415612254662330.000306470756129839


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model346
Reduced model350-44.566944287903290.00131844683359551