Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model86
Reduced model89-30.2909374386457650.831833759569511


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model86
Reduced model89-30.3156820307193330.81399735962386