Salīdzināt metodes

	Parametru laika dinamika Toda-Jamamoto cēloņsakarība	Grindžera koeficientu pārbaude
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1995 (base); TVP variant emerged early 2000s–2010s	1969
Autors	Toda & Yamamoto (1995); TVP extension by subsequent applied econometricians	Clive W. J. Granger
Tips	Causality test (time-varying)	Time-series predictive causality test
Pirmavots	Toda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250.	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.
Citi nosaukumi	TVP-TY causality, time-varying Toda-Yamamoto, TVP Granger causality (Toda-Yamamoto), rolling/recursive Toda-Yamamoto causality	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi
Saistītās	3	5
Kopsavilkums	The TVP Toda-Yamamoto causality test combines Toda and Yamamoto's (1995) augmented VAR approach — which handles possibly integrated or cointegrated series without pre-testing for unit roots — with time-varying parameters, allowing causal relationships between variables to shift across different periods rather than remaining fixed throughout the sample.	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.