Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model25
Reduced model36-112.185979441272640.0511687251433389


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model25
Reduced model36-112.029594786658050.0693022189682502