Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model55
Reduced model56-10.1945638954664300.660874092647443


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model55
Reduced model56-10.07333005462071430.787562215926452