Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model42
Reduced model48-62.148907976895850.0675464241207581


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model42
Reduced model48-60.7339786215709770.625033554883669