مقایسهٔ روش‌ها

	آزمون هم‌انباشتگی (یوهانسن / انگل-گرنجر)	آزمون علیت گرنجر
حوزه	اقتصادسنجی	اقتصادسنجی
خانواده	Regression model	Regression model
سال پیدایش	1988	1969
پدیدآور	Engle & Granger (1987); Johansen (1988)	Clive W. J. Granger
نوع	Time-series cointegration test	Time-series predictive causality test
منبع بنیادین	Johansen, S. (1988). Statistical Analysis of Cointegration Vectors. Journal of Economic Dynamics and Control, 12(2-3), 231-254.	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.
نام‌های دیگر	Johansen cointegration test, Engle-Granger cointegration test, long-run equilibrium test, Eşbütünleşme Testi (Johansen/Engle-Granger)	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi
مرتبط	5	5
خلاصه	The cointegration test examines whether non-stationary time series that each contain a unit root share a stable long-run equilibrium relationship. The single-equation residual approach was introduced by Engle and Granger (1987) and the system-based rank approach by Johansen (1988).	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.