Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model39
Reduced model50-112.179117605038160.0366019260571903


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model39
Reduced model50-110.6946132247362820.735455566345496