Vertaile menetelmiä

	Hiemstra-Jonesin epälineaarinen Granger-kausaalisuustesti	Konvergentti ristikkäiskartoitus (CCM)
Tieteenala	Ekonometria	Kausaalipäättely
Menetelmäperhe	Hypothesis test	Machine learning
Syntyvuosi	1994	2012
Kehittäjä	Craig Hiemstra & Jonathan Jones	George Sugihara et al.
Tyyppi	Nonparametric hypothesis test	Nonlinear time-series causality test
Alkuperäislähde	Hiemstra, C., & Jones, J. D. (1994). Testing for linear and nonlinear Granger causality in the stock price-volume relation. The Journal of Finance, 49(5), 1639–1664.	Sugihara, G., et al. (2012). Detecting causality in complex ecosystems. Science, 338(6106), 496–500.
Rinnakkaisnimet	HJ Nonlinear Causality Test, Hiemstra-Jones Test, Nonlinear Granger Causality (Hiemstra-Jones), HJ Nedensellik Testi	CCM, Cross-Convergent Mapping, Empirical Dynamic Modelling Causality, Yakınsak Çapraz Haritalama
Liittyvät	3	3
Tiivistelmä	The Hiemstra-Jones test, introduced in 1994, is a nonparametric procedure for detecting nonlinear causal relationships between two time series after removing their linear interdependencies. Developed in the context of stock price and trading volume dynamics, it extends the standard linear Granger causality framework by using correlation integral statistics to detect predictability arising from nonlinear mechanisms that linear VAR models cannot capture.	Convergent Cross Mapping (CCM) is a nonlinear, state-space method for detecting causality between time-series variables embedded in a shared dynamical system. Introduced by George Sugihara and colleagues in their landmark 2012 Science paper, CCM exploits Takens' embedding theorem: if variable X causally influences Y, the historical record of Y contains enough information to recover the states of X. Causality is confirmed when cross-map skill improves—converges—as the time-series library grows longer.