Granger Causality Testing for Time Series


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Documentation for package ‘grangersearch’ version 0.1.0

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example_causality Example Time Series Data with Known Causal Relationship
glance.granger_result Glance at a granger_result Object
granger_causality_test Perform a Granger Causality Test on Two Time Series
granger_lag_select Lag Selection Analysis for Granger Causality
granger_search Exhaustive Pairwise Granger Causality Search
plot.granger_lag_select Plot Lag Selection Results
print.granger_result Print Method for granger_result Objects
print.granger_search_result Print Method for granger_search_result Objects
summary.granger_result Summary Method for granger_result Objects
tidy.granger_result Tidy a granger_result Object