Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model55
Reduced model56-10.6790298590530460.413480211570776


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model55
Reduced model56-10.3824607406624060.538842056362506