grangersearch
Granger Causality Testing for Time Series
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.
Downloads
457
Last 30 days
9153rd
1.5K
Last 90 days
3.1K
Last year
Trend: -8.4% (30d vs prior 30d)
0
Last 30 days
20
Last 90 days
37
Last year
Trend: -100% (30d vs prior 30d)
1
Last 7 days
14
Last 30 days
0
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Code
Structure
Lines of code
2,568
Files
34
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
5
Internal functions
7
Recent export changes
Testing & CI
Has tests
Yes
Test-to-code ratio
0.61
testthat edition
3
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
75%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
Yes
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
50%
Unsafe pattern score
0
Dep constraint coverage
20%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
4.1.0
System requirements
–
C++ standard
–
License
MIT + file LICENSE
License flags
SPDX valid, OSI approved
History
Versions
1
First release
2026-01-12
Latest release
2026-01-12
Avg cadence
–
Cold removal rate
–
Dep drift
0
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.
Dependency Network
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Jan 12, 2026. Releases before tracking aren’t shown.