Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model90
Reduced model92-22.484972022194950.0890296629739473


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model90
Reduced model92-20.7529458010924430.473920352647306