Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model28
Reduced model34-60.3370644165327150.911405874056954


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model28
Reduced model34-60.3139279162397470.924281888578055