Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model55
Reduced model56-10.005390889384707270.941736150986614


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model55
Reduced model56-10.1311003435809060.718681386985364