Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model26
Reduced model37-111.304484665232930.276600520198826


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model26
Reduced model37-111.071278179555290.419445532500456