Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model43
Reduced model44-10.5836749044033710.449047494699191


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model43
Reduced model44-11.762947473974790.191263054842497