विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| ग्रेंजर कारणता परीक्षण× | वेक्टर एरर करेक्शन मॉडल (VECM)× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 1969 | 1987 |
| प्रवर्तक≠ | Clive W. J. Granger | Engle & Granger |
| प्रकार≠ | Time-series predictive causality test | Multivariate time-series model |
| मौलिक स्रोत≠ | Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438. DOI ↗ | Engle, R. F. & Granger, C. W. J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55(2), 251-276. DOI ↗ |
| उपनाम | Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi | vector error correction model, error correction model, cointegration model, VECM (Vektör Hata Düzeltme Modeli) |
| संबंधित≠ | 5 | 4 |
| सारांश≠ | 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. | The Vector Error Correction Model is a multivariate time-series model for cointegrated series that captures both their short-run dynamics and their long-run equilibrium relationship. It was introduced by Engle and Granger in 1987 as part of the cointegration and error-correction framework. |
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