Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model50
Reduced model53-30.7064323044821150.552696909036877


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model50
Reduced model53-30.2886543692027630.833370735158625