Other packages > Find by keyword >

grangersearch  

Granger Causality Testing for Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("grangersearch", "0.1.0")



Attach the package and use:
library("grangersearch")
Maintained by
Nikolaos Korfiatis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-01-12
Latest Update: 2026-01-12
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.
How to cite:
Nikolaos Korfiatis (2026). grangersearch: Granger Causality Testing for Time Series. R package version 0.1.0, https://cran.r-project.org/web/packages/grangersearch. Accessed 05 Jun. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited grangersearch R package
View grangersearch citation profile
Other R packages that grangersearch depends, imports, suggests or enhances
Complete documentation for grangersearch
Functions, R codes and Examples using the grangersearch R package
Full grangersearch package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

crossurr  
Cross-Fitting for Doubly Robust Evaluation of High-Dimensional Surrogate Markers
Doubly robust methods for evaluating surrogate markers as outlined in: Agniel D, Hejblum BP, Thiebau ...
Download / Learn more Package Citations See dependency  
msm  
Multi-State Markov and Hidden Markov Models in Continuous Time
Functions for fitting continuous-time Markov and hidden Markov multi-state models to longitudinal d ...
Download / Learn more Package Citations See dependency  
ibb  
R Wrapper for Istanbul Municipality Open Data Portal
Call wrappers for Istanbul Metropolitan Municipality's Open Data Portal (Turkish: Istanbul B ...
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  
envirem  
Generation of ENVIREM Variables
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,590

Author Associations

27,205

Publication Badges

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