Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model324
Reduced model335-114.15168438892929.59648805523057e-06


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model324
Reduced model335-111.450622474941060.149064552827386