Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model56
Reduced model57-12.999643620069620.0887883629367085


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model56
Reduced model57-10.6925923828524140.408819023144012