Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model348
Reduced model351-35.812035844317740.000694243005872834


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model348
Reduced model351-32.552271317607280.0554229930950626