Compara mètodes

	Model Autoregressiu (AR)	Granger Causality Test
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1970s (popularised 1976)	1969
Autor original	George E. P. Box and Gwilym M. Jenkins	Clive W. J. Granger
Tipus	Time series model	Causality test (F-test on VAR)
Font seminal	Box, G. E. P., & Jenkins, G. M. (1976). Time Series Analysis: Forecasting and Control (revised ed.). Holden-Day. ISBN: 978-0816211043	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424–438.
Àlies	AR model, AR(p) model, autoregression, AR process	Granger test, GC test, predictive causality test, Granger non-causality test
Relacionats	6	5
Resum	An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series models and is widely used for forecasting stationary economic and financial 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.