Σύγκριση μεθόδων

	Έλεγχος Αιτιότητας Granger	Μοντέλο Διόρθωσης Σφαλμάτων Διανύσματος (VECM)
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1969	1987
Δημιουργός	Clive W. J. Granger	Robert F. Engle and Clive W. J. Granger
Τύπος	Causality test (F-test on VAR)	Multivariate time-series model
Θεμελιώδης πηγή	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424–438.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
Εναλλακτικές ονομασίες	Granger test, GC test, predictive causality test, Granger non-causality test	VECM, error correction VAR, cointegrated VAR, vector equilibrium correction model
Συναφείς	5	5
Σύνοψη	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.	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.