Other packages > Find by keyword >

caustests  

Multiple Granger Causality Tests for Time Series and Panel Data
View on CRAN: Click here


Download and install caustests package within the R console
Install from CRAN:
install.packages("caustests")

Install from Github:
library("remotes")
install_github("cran/caustests")

Install by package version:
library("remotes")
install_version("caustests", "1.1.1")



Attach the package and use:
library("caustests")
Maintained by
Muhammad Alkhalaf
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-12
Latest Update: 2026-03-12
Description:
Comprehensive suite of Granger causality tests including standard Toda-Yamamoto (1995) <doi:10.1016/0304-4076(94)01616-8>, Fourier-based tests with single frequency (Enders and Jones, 2016) <doi:10.1515/snde-2014-0101> and cumulative frequencies (Nazlioglu et al., 2019) <doi:10.1080/1540496X.2018.1434072>, as well as quantile causality tests (Cai et al., 2023) <doi:10.1016/j.frl.2023.104327> and Bootstrap Fourier Granger Causality in Quantiles (Cheng et al., 2021) <doi:10.1007/s12076-020-00263-0>. All tests include bootstrap inference for robust p-values.
How to cite:
Muhammad Alkhalaf (2026). caustests: Multiple Granger Causality Tests for Time Series and Panel Data. R package version 1.1.1, https://cran.r-project.org/web/packages/caustests. Accessed 25 Oct. 2026.
Previous versions and publish date:
(2026-09-30 23:21), 1.0.2 (2026-03-12 21:10), 1.1.1 (2026-04-05 08:50)
Other packages that cited caustests R package
View caustests citation profile
Other R packages that caustests depends, imports, suggests or enhances
Complete documentation for caustests
Functions, R codes and Examples using the caustests R package
Full caustests package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

guardianapi  
Access 'The Guardian' Newspaper Open Data API
Access to 'The Guardian' newspaper's open API , containing ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
fstcore  
R Bindings to the 'Fstlib' Library
The 'fstlib' library provides multithreaded serialization of compressed data frames using the 'fst' ...
Download / Learn more Package Citations See dependency  
CTT  
Classical Test Theory Functions
A collection of common test and item analyses from a classical test theory (CTT) framework. Analyses ...
Download / Learn more Package Citations See dependency  
RcmdrPlugin.aRnova  
R Commander Plug-in for Repeated-Measures ANOVA
R Commander plug-in for repeated-measures and mixed-design ('split-plot') ANOVA. It adds a new men ...
Download / Learn more Package Citations See dependency  
imputeTS  
Time Series Missing Value Imputation
Imputation (replacement) of missing values in univariate time series. Offers several imputation fu ...
Download / Learn more Package Citations See dependency  

29,218

R Packages

247,686

Dependencies

77,281

Author Associations

29,219

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA