Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model324
Reduced model335-113.209480465521920.000365808759483578


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model324
Reduced model335-112.264470254314770.0114182165253903