เปรียบเทียบวิธี

	การทดสอบความเป็นเหตุเป็นผลแบบแกรนเจอร์ (Granger Causality Test)	การทดสอบขอบเขต ARDL (การทดสอบขอบเขต Pesaran)	การทดสอบสหการ (Johansen / Engle-Granger)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model	Regression model
ปีกำเนิด	1969	2001	1988
ผู้ริเริ่ม	Clive W. J. Granger	Pesaran, Shin & Smith	Engle & Granger (1987); Johansen (1988)
ประเภท	Time-series predictive causality test	Cointegration test / Autoregressive distributed lag model	Time-series cointegration test
แหล่งต้นตำรับ	Granger, C. W. J. (1969). Investigating Causal Relations by Econometric Models and Cross-spectral Methods. Econometrica, 37(3), 424-438.	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds Testing Approaches to the Analysis of Level Relationships. Journal of Applied Econometrics, 16(3), 289–326.	Johansen, S. (1988). Statistical Analysis of Cointegration Vectors. Journal of Economic Dynamics and Control, 12(2-3), 231-254.
ชื่อเรียกอื่น	Granger causality test, Granger non-causality test, predictive causality test, Granger Nedensellik Testi	Pesaran bounds test, bounds testing approach, ARDL cointegration test, ARDL Sınır Testi (Pesaran Bounds Test)	Johansen cointegration test, Engle-Granger cointegration test, long-run equilibrium test, Eşbütünleşme Testi (Johansen/Engle-Granger)
ที่เกี่ยวข้อง	5	4	5
สรุป	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 ARDL bounds test is an autoregressive distributed lag method that tests for a cointegrating (long-run level) relationship between time series, introduced by Pesaran, Shin and Smith in 2001. Unlike the Johansen procedure, it remains valid whether the variables are I(0), I(1) or a mix of the two, and it is more reliable than Johansen in small samples of roughly 30 to 80 observations.	The cointegration test examines whether non-stationary time series that each contain a unit root share a stable long-run equilibrium relationship. The single-equation residual approach was introduced by Engle and Granger (1987) and the system-based rank approach by Johansen (1988).