Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model50
Reduced model53-35.095752644268150.00372642956799687


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model50
Reduced model53-30.6019596335620650.616770462140815