Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model26
Reduced model37-111.325606480555020.265941595245968


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model26
Reduced model37-110.7181730366371480.711236117721141