পদ্ধতির তুলনা করুন

	ভেক্টর অটোরিগ্ৰেশন (VAR)	গ্র্যাঞ্জার কার্যকারণ পরীক্ষা
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1980	1969
প্রবর্তক	Christopher A. Sims	Clive W. J. Granger
ধরন	Multivariate time-series model	Causality test (F-test on VAR)
মৌলিক উৎস	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424–438.
অপর নাম	VAR, VAR model, vector autoregressive model, multivariate autoregression	Granger test, GC test, predictive causality test, Granger non-causality test
সম্পর্কিত	5	5
সারসংক্ষেপ	Vector Autoregression is a multivariate time-series model in which each variable is regressed on its own lags and the lags of all other variables in the system. Originally proposed by Sims (1980) as a data-driven alternative to large structural macroeconomic models, VAR has become the standard workhorse for dynamic analysis in empirical economics and finance.	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.