Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model66
Reduced model67-13.204183663644430.0780371417502663


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model66
Reduced model67-13.26155900550390.0754816055928606