Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model323
Reduced model334-115.251072066867481.24751723530327e-07


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model323
Reduced model334-111.228386025097950.266735919580287