Package: grangersearch Title: Granger Causality Testing for Time Series Version: 0.1.0 Authors@R: person("Nikolaos", "Korfiatis", , "nkorf@ionio.gr", role = c("aut", "cre"), comment = c(ORCID = "0000-0001-6377-4837")) Description: 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. License: MIT + file LICENSE Depends: R (>= 4.1.0) URL: https://github.com/nkorf/grangersearch BugReports: https://github.com/nkorf/grangersearch/issues Encoding: UTF-8 LazyData: true Roxygen: list(markdown = TRUE) RoxygenNote: 7.3.3 Imports: vars, stats, rlang (>= 1.0.0), tibble, generics Suggests: testthat (>= 3.0.0), knitr, rmarkdown Config/testthat/edition: 3 VignetteBuilder: knitr Repository: https://nkorf.r-universe.dev Date/Publication: 2026-07-03 00:57:47 UTC RemoteUrl: https://github.com/nkorf/grangersearch RemoteRef: HEAD RemoteSha: 1187461c2733c1099584993a535fc154187ab413 NeedsCompilation: no Packaged: 2026-07-03 03:06:00 UTC; root Author: Nikolaos Korfiatis [aut, cre] (ORCID: ) Maintainer: Nikolaos Korfiatis