Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model25
Reduced model36-112.516050305628010.0271836669380905


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model25
Reduced model36-111.013240800568660.463254271601158