Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model50
Reduced model53-30.6143685824634660.608894743482367


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model50
Reduced model53-30.2091073553252430.889624950590358