Other packages > Find by keyword >

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 30 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:09), 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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

SRCS  
Statistical Ranking Color Scheme for Multiple Pairwise Comparisons
Implementation of the SRCS method for a color-based visualization of the results of multiple pairwis ...
Download / Learn more Package Citations See dependency  
bootUR  
Bootstrap Unit Root Tests
Set of functions to perform various bootstrap unit root tests for both individual time series (incl ...
Download / Learn more Package Citations See dependency  
radiant.data  
Data Menu for Radiant: Business Analytics using R and Shiny
The Radiant Data menu includes interfaces for loading, saving, viewing, visualizing, summarizing, t ...
Download / Learn more Package Citations See dependency  
RolWinMulCor  
Subroutines to Estimate Rolling Window Multiple Correlation
Rolling Window Multiple Correlation ('RolWinMulCor') estimates the rolling (running) window correlat ...
Download / Learn more Package Citations See dependency  
trajectories  
Classes and Methods for Trajectory Data
Classes and methods for trajectory data, with support for nesting individual Track objects in track ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

27,987

R Packages

239,283

Dependencies

74,234

Author Associations

27,988

Publication Badges

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