Granger Causality Testing for Time Series
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Documentation for package ‘grangersearch’ version 0.1.0
Help Pages
| 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 |