grangersearch 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
  • 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

mirror server hosted at Truenetwork, Russian Federation.