Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model36
Reduced model37-11.139228576181370.292921013022861


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model36
Reduced model37-10.0638213578635830.801991934465978