Compara mètodes

	Test de causalitat de Granger	Model d'Autoregressió Vectorial (VAR)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	1969	2005
Autor original	Clive W. J. Granger	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
Tipus	Time-series predictive causality test	Multivariate time-series model
Font seminal	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
Àlies	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Relacionats	5	4
Resum	The Granger causality test, introduced by Clive W. J. Granger in 1969, assesses whether the past values of one time series help predict another beyond what the latter's own past already explains. It defines causality in a strictly predictive sense rather than as a structural or physical cause.	Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005).