Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model27
Reduced model38-111.77461256202390.109583580806079


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model27
Reduced model38-111.508515512960570.185702494731204