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statioVAR  

Trend Removal for Vector Autoregressive Workflows
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("statioVAR", "0.1.3")



Attach the package and use:
library("statioVAR")
Maintained by
Giuseppe Corbelli
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-07-30
Latest Update: 2025-07-30
Description:
Detrending multivariate time-series to approximate stationarity when dealing with intensive longitudinal data, prior to Vector Autoregressive (VAR) or multilevel-VAR estimation. Classical VAR assumes weak stationarity (constant first two moments), and deterministic trends inflate spurious autocorrelation, biasing Granger-causality and impulse-response analyses. All functions operate on raw panel data and write detrended columns back to the data set, but differ in the level at which the trend is estimated. See, for instance, Wang & Maxwell (2015) <doi:10.1037/met0000030>; Burger et al. (2022) <doi:10.4324/9781003111238-13>; Epskamp et al. (2018) <doi:10.1177/2167702617744325>.
How to cite:
Giuseppe Corbelli (2025). statioVAR: Trend Removal for Vector Autoregressive Workflows. R package version 0.1.3, https://cran.r-project.org/web/packages/statioVAR. Accessed 04 Jul. 2026.
Previous versions and publish date:
0.1.2 (2025-07-30 10:00)
Other packages that cited statioVAR R package
View statioVAR citation profile
Other R packages that statioVAR depends, imports, suggests or enhances
Complete documentation for statioVAR
Functions, R codes and Examples using the statioVAR R package
Full statioVAR package functions and examples
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