Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model62
Reduced model73-111.209692091490380.299819386468314


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model62
Reduced model73-110.528431735088650.876688502869188