Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model355
Reduced model356-10.8360223318655160.361157469655082


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model355
Reduced model356-129.1495460661761.22870927008750e-07