Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model46
Reduced model50-40.4219236418939020.791986587432134


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model46
Reduced model50-41.542398410072040.205764379015538