Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model53
Reduced model56-30.1883979296025650.903839725430497


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model53
Reduced model56-30.4311940044367290.731512163089666