Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model24
Reduced model35-111.196581229546410.340468045432592


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model24
Reduced model35-111.360131552282950.253703255048311