Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model279
Reduced model305-261.343417613536910.127647701130995


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model279
Reduced model305-261.642742811926290.0281638709597349