Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model28
Reduced model38-100.5688277584534140.824943720014712


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model28
Reduced model38-100.3034111626634050.974168855155463