Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model35
Reduced model38-30.7096999094934490.5527450325564


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model35
Reduced model38-33.285830803410170.0319984523945824