방법 비교

	ARMA 모형 (자기회귀 이동평균)	Granger 인과관계 검정
분야	계량경제학	계량경제학
계열	Regression model	Regression model
기원 연도	1970	1969
창시자	George E. P. Box and Gwilym M. Jenkins	Clive W. J. Granger
유형	Time series model	Causality test (F-test on VAR)
원전	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424–438.
별칭	ARMA, Box-Jenkins model, autoregressive moving average, AR(p)MA(q)	Granger test, GC test, predictive causality test, Granger non-causality test
관련	5	5
요약	The ARMA(p,q) model describes a stationary time series as a combination of two components: an autoregressive part that regresses the current value on its own past p values, and a moving average part that accounts for past q error terms. It is the foundational framework of the Box-Jenkins methodology for univariate time series modelling and short-run forecasting.	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.