Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model38
Reduced model39-13.190579925297510.0820450357921239


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model38
Reduced model39-11.030597732296210.316438786553893