Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model50
Reduced model53-30.5616201134750230.642845066711434


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model50
Reduced model53-30.09341464860348540.963334818061335