NEWS

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grangersearch 0.1.0 (2026-01-12)

Initial CRAN release.

Features

• granger_causality_test() - Main function for performing Granger causality tests

  • Supports both vector input and tidyverse-style data frame input
  • Configurable lag order and significance level
  • Returns structured S3 object with p-values, test statistics, and conclusions

• Tidyverse integration

  • Pipe-compatible (%>% and |>)
  • Non-standard evaluation for column selection
  • tidy() method for broom-compatible tibble output
  • glance() method for model-level summary

• S3 methods

  • print.granger_result() for clean console output
  • summary.granger_result() for detailed results

• Example data

  • example_causality dataset with known causal relationship for testing and demonstration