Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model46
Reduced model49-30.2492567072796850.861447559203342


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model46
Reduced model49-32.519507674631130.069620505555543