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grangersearch 0.1.0

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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.