Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model36
Reduced model41-51.183312964142760.336551083832831


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model36
Reduced model41-53.819258145002150.00705821167654405