Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model26
Reduced model37-110.2703266053353430.98646724662661


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model26
Reduced model37-110.9142112071759690.541174710199662