قارن الطرق

	نموذج تصحيح الخطأ المتجهي (VECM)	اختبار سببية غرانجر
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1987	1969
صاحب الطريقة	Robert F. Engle and Clive W. J. Granger	Clive W. J. Granger
النوع	Multivariate time-series model	Causality test (F-test on VAR)
المصدر التأسيسي	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424–438.
الأسماء البديلة	VECM, error correction VAR, cointegrated VAR, vector equilibrium correction model	Granger test, GC test, predictive causality test, Granger non-causality test
ذات صلة	5	5
الملخص	The Vector Error Correction Model extends the Vector Autoregression (VAR) framework to a system of variables that share one or more long-run equilibrium relationships. It jointly models short-run dynamics and the speed at which each variable corrects back toward equilibrium after a shock, making it the standard tool for analysing cointegrated multivariate time series.	The Granger causality test is a statistical hypothesis test that determines whether past values of one time series help predict future values of another, beyond what that series' own past already explains. Introduced by Clive Granger in 1969, it is the standard approach for assessing predictive causality in VAR-based time-series analysis.