Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model55
Reduced model56-10.05258855509487390.819469352660234


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model55
Reduced model56-13.61582938739140.0624755540039359