Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model26
Reduced model37-111.473840643765660.200811203907956


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model26
Reduced model37-111.694920947650740.130599147215045