Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model67
Reduced model68-12.495188915610290.118904591965049


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model67
Reduced model68-12.690482409775040.105636277466502