Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model36
Reduced model37-12.872940448632720.0987147533009363


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model36
Reduced model37-10.9078318247211080.347044332723264