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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 12 Sep. 2026.
Previous versions and publish date:
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Full grangersearch package functions and examples
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