Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model49
Reduced model52-30.6396951492747770.593112172973667


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model49
Reduced model52-30.2425265303703140.866237341774527