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grangersearch

0.1.0Package record

Granger Causality Testing for Time Series

0packages depend
4.2Kdownloads / year
47.5%test coverage
13/13flavors OK

Overview

About

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.

Changes in 0.1.0

Initial CRAN release.

Features

  • granger_causality_test() - Main function for performing Granger causality tests
  • Supports both vector input and tidyverse-style data frame input
  • Configurable lag order and significance level
  • Returns structured S3 object with p-values, test statistics, and conclusions
  • Tidyverse integration
  • Pipe-compatible (%>% and |>)
  • Non-standard evaluation for column selection
  • tidy() method for broom-compatible tibble output
  • glance() method for model-level summary
  • S3 methods
Show all changes in 0.1.0Hide the rest of the changes in 0.1.0
  • print.granger_result() for clean console output
  • summary.granger_result() for detailed results
  • Example data
  • example_causality dataset with known causal relationship for testing and demonstration

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 1.4 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.1.0
READMEYes · 212 wordsVignettesYes · 1 · dynamicNEWSYes · 67% structured · mentions 0.1.0Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
12 (2 internal)includes a package overview page
Examples that run
100%7 run in a plain check
Exported functions with examples
75%
Documented parameters
100%
Return-value docs
75%
Help pages citing references
8%

Downloads

4.2K
CRAN downloads in the past year
Rank #11,341 · ~12/day · ~352/mo
Daily download trend is not available in this view yet.
29430 days
94990 days
4.2K1 year
Compare downloads with other packages →
Also on75 r2u1 autocran

Repository

3Stars
1Forks
0Open issues
0Open PRs
0Releases
282Commits
2Commit identities
282 commits · Last activity 2026-10-25 · 0% stars, 30d
Responsiveness
not measured

Stars over time

2024-07-17 · 12026-07-07 · 3
PracticesBeta

4 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/nkorf/grangersearch on 2026-10-21.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux

Reproducibility and dev environment (1)
data-raw/
CRAN release process (1)
cran-comments.md
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)

Installing grangersearch adds 17 packages (11 with compiled code, 7.8 MB of source tarballs). Heaviest: sandwich 1.4 MB, vctrs 1.0 MB, rlang 766 KB.

Depends (1)
R >= 4.1.0
Imports (5)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (1)
Author, Maintainer since 0.1.0 (2026)
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.0Latest
    2026-01-12 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2026-01-12
Total releases
1 / 1 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 4.1.0
Bundled data
3.1 KB / 1 file
Download size
65 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("grangersearch")
Korfiatis, N. (2026). grangersearch: Granger Causality Testing for Time Series (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.grangersearch

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for grangersearch version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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