Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model29
Reduced model35-62.330258533170530.0585979923609223


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model29
Reduced model35-62.059813783276520.0893553015109337