Granger Causality Testing for Time Series
Glance at a granger_result Object
Perform a Granger Causality Test on Two Time Series
Lag Selection Analysis for Granger Causality
Exhaustive Pairwise Granger Causality Search
grangersearch: Granger Causality Testing for Time Series
Plot Lag Selection Results
Print Method for granger_result Objects
Print Method for granger_search_result Objects
Objects exported from other packages
Summary Method for granger_result Objects
Tidy a granger_result Object
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.