Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model30
Reduced model31-16.286093243863380.0178144088540759


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model30
Reduced model31-10.2304704764797370.634657161938919