Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model29
Reduced model39-100.7138165739845220.704635423934392


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model29
Reduced model39-100.2207812481200340.992115849442938