Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model68
Reduced model69-13.235151986483370.0765115520101312


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model68
Reduced model69-10.2193588556029350.641026739712065