Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model74
Reduced model77-30.2602204634213240.853818552506944


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model74
Reduced model77-30.1559741151542180.925521547013794