Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model53
Reduced model54-10.4778231867298370.492426775026715


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model53
Reduced model54-12.171148433454170.146536004281938