Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model25
Reduced model36-111.629119150505880.150873074371873


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model25
Reduced model36-110.8643540626588670.583582094462253