Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model353
Reduced model354-18.39328793687690.00400104595605359


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model353
Reduced model354-11.923525241842470.166343688151559