Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model71
Reduced model82-110.2719046589278350.989160666084304


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model71
Reduced model82-119.42665160083343.45837405393405e-10