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.

Version:	0.1.0
Depends:	R (≥ 4.1.0)
Imports:	vars, stats, rlang (≥ 1.0.0), tibble, generics
Suggests:	testthat (≥ 3.0.0), knitr, rmarkdown
Published:	2026-01-12
DOI:	10.32614/CRAN.package.grangersearch (may not be active yet)
Author:	Nikolaos Korfiatis [aut, cre]
Maintainer:	Nikolaos Korfiatis <nkorf at ionio.gr>
BugReports:	https://github.com/nkorf/grangersearch/issues
License:	MIT + file LICENSE
URL:	https://github.com/nkorf/grangersearch
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	grangersearch results

Documentation:

Reference manual:	grangersearch.html , grangersearch.pdf
Vignettes:	Introduction to grangersearch (source, R code)

Downloads:

Package source:	grangersearch_0.1.0.tar.gz
Windows binaries:	r-devel: not available, r-release: grangersearch_0.1.0.zip, r-oldrel: not available
macOS binaries:	r-release (arm64): grangersearch_0.1.0.tgz, r-oldrel (arm64): grangersearch_0.1.0.tgz, r-release (x86_64): grangersearch_0.1.0.tgz, r-oldrel (x86_64): grangersearch_0.1.0.tgz

Linking:

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