Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model26
Reduced model37-112.009794856948080.0701149131640757


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model26
Reduced model37-110.6456740494586050.773845573321638