Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model25
Reduced model36-110.4936489856646890.88943472372758


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model25
Reduced model36-110.6786255265720170.745248485056878