Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model48
Reduced model51-30.7079587432774620.551990855319211


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model48
Reduced model51-31.035340281020630.385410733336187