Granger Causality Test: Y = f(X)
ModelRes.DFDiff. DFFp-value
Complete model56
Reduced model57-10.5163442502064630.475392897309691


Granger Causality Test: X = f(Y)
ModelRes.DFDiff. DFFp-value
Complete model56
Reduced model57-12.004203617689220.162401493017882