Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model354
Reduced model355-13.827120910051820.0512154595608946


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model354
Reduced model355-12.04424677918420.153664524316026