Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model14
Reduced model25-112.705981688819920.041377266294951


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model14
Reduced model25-111.754535111287300.159950567340402