Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model54
Reduced model55-12.012872391783600.161715962363836


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model54
Reduced model55-12.826283442401890.0985085664344945