Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model24
Reduced model35-113.254307056176690.00756452291479403


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model24
Reduced model35-111.227049915488190.322638038372706