Package: grangersearch 0.1.0

grangersearch: Granger Causality Testing for Time Series

Performs Granger causality tests on pairs of time series to determine causal relationships. Uses Vector Autoregressive (VAR) models to test whether one time series helps predict another beyond what the series' own past values provide. Returns structured results including p-values, test statistics, and causality conclusions for both directions.

Authors:Nikolaos Korfiatis [aut, cre]

grangersearch_0.1.0.tar.gz
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grangersearch_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
grangersearch/json (API)

# Install 'grangersearch' in R:

install.packages('grangersearch', repos = c('https://nkorf.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/nkorf/grangersearch/issues

Datasets:

example_causality - Example Time Series Data with Known Causal Relationship

On CRAN:

5.50 score 3 stars 4 scripts 472 downloads 6 exports 20 dependencies

Last updated from:1187461c27. Checks:7 WARNING, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	WARNING	135
source / vignettes	OK	212
linux-release-x86_64	WARNING	131
macos-release-arm64	WARNING	96
macos-oldrel-arm64	WARNING	92
windows-devel	WARNING	85
windows-release	WARNING	76
windows-oldrel	WARNING	81
wasm-release	OK	123

Exports:glance granger_causality_test granger_distribution granger_lag_select granger_search tidy

Dependencies:cli generics glue lattice lifecycle lmtest magrittr MASS nlme pillar pkgconfig rlang sandwich strucchange tibble urca utf8 vars vctrs zoo

Introduction to grangersearch

Rendered fromintroduction.Rmdusingknitr::rmarkdown

Last update: 2026-01-02
Started: 2026-01-02

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Example Time Series Data with Known Causal Relationship	example_causality
Glance at a granger_result Object	glance.granger_result
Perform a Granger Causality Test on Two Time Series	granger_causality_test
Distribution Analysis of Granger Causality	granger_distribution
Lag Selection Analysis for Granger Causality	granger_lag_select
Exhaustive Pairwise Granger Causality Search	granger_search
Plot Granger Causality Distribution	plot.granger_distribution
Plot Lag Selection Results	plot.granger_lag_select
Plot Granger Causality Matrix	plot.granger_search_result
Print Method for granger_distribution Objects	print.granger_distribution
Print Method for granger_result Objects	print.granger_result
Print Method for granger_search_result Objects	print.granger_search_result
Summary Method for granger_result Objects	summary.granger_result
Tidy a granger_result Object	tidy.granger_result