Bandingkan kaedah

	Ujian Kausaliti Granger	Autoregresi Vektor (VAR)
Bidang	Ekonometrik	Ekonometrik
Keluarga	Regression model	Regression model
Tahun asal	1969	1980
Pengasas	Clive W. J. Granger	Christopher A. Sims
Jenis	Causality test (F-test on VAR)	Multivariate time-series model
Sumber perintis	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424–438.	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
Alias	Granger test, GC test, predictive causality test, Granger non-causality test	VAR, VAR model, vector autoregressive model, multivariate autoregression
Berkaitan	5	5
Ringkasan	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.	Vector Autoregression is a multivariate time-series model in which each variable is regressed on its own lags and the lags of all other variables in the system. Originally proposed by Sims (1980) as a data-driven alternative to large structural macroeconomic models, VAR has become the standard workhorse for dynamic analysis in empirical economics and finance.