Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model25
Reduced model36-110.9513760504400640.511475854071113


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model25
Reduced model36-111.823337192032750.103535916657963