Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model51
Reduced model54-30.03839723610247070.989827394173793


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model51
Reduced model54-31.026847993709670.388546377140997