Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model38
Reduced model49-111.332196016073150.245154813867283


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model38
Reduced model49-111.171105649906850.338539797851513