Bandingkan kaedah

	Ujian Kausaliti Granger	Regresi Kuasa Dua Terkecil Biasa (OLS)
Bidang	Ekonometrik	Ekonometrik
Keluarga	Regression model	Regression model
Tahun asal	1969	2019
Pengasas	Clive W. J. Granger	Wooldridge (textbook treatment); classical least squares
Jenis	Time-series predictive causality test	Linear regression
Sumber perintis	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Alias	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Berkaitan	5	5
Ringkasan	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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).