Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model51
Reduced model54-31.281552273785530.290650143402525


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model51
Reduced model54-30.5385138435448320.65805103480924