Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model355
Reduced model356-111.02362964553990.000992933761451914


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model355
Reduced model356-116.02415284283077.61702983799288e-05