השוואת שיטות

	מבחן שורש היחידה של פיליפס-פרון	מבחן סיבתיות גריינג'ר
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	1988	1969
הוגה השיטה	Peter C. B. Phillips and Pierre Perron	Clive W. J. Granger
סוג	Hypothesis test (unit root)	Causality test (F-test on VAR)
מקור מכונן	Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346.	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424–438.
כינויים	PP test, PP unit root test, Phillips-Perron test, nonparametric unit root test	Granger test, GC test, predictive causality test, Granger non-causality test
קשורות	5	5
תקציר	The Phillips-Perron (PP) test is a nonparametric unit root test for time series that corrects for serial correlation and heteroscedasticity in the error term without adding lagged differences. Introduced by Phillips and Perron (1988), it applies a kernel-based long-run variance estimator to adjust the Dickey-Fuller statistic, making it robust to a wide class of weakly dependent error processes.	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.