Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model13
Reduced model24-117.674531598153250.000484702550266556


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model13
Reduced model24-110.5576214864051740.830634895666532