Package: caustests
Type: Package
Title: Multiple Granger Causality Tests for Time Series and Panel Data
Version: 1.1.7
Date: 2026-10-30
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")))
Description: Comprehensive suite of Granger causality tests for time
        series and panel data. For time series: Toda-Yamamoto (1995)
        <doi:10.1016/0304-4076(94)01616-8>, Fourier-based tests with
        single frequency (Enders and Jones, 2016)
        <doi:10.1515/snde-2014-0101> and cumulative frequencies
        (Nazlioglu et al., 2019) <doi:10.1080/1540496X.2018.1434072>,
        quantile causality tests (Cai et al., 2023)
        <doi:10.1016/j.frl.2023.104327>, and Bootstrap Fourier Granger
        Causality in Quantiles (Cheng et al., 2021)
        <doi:10.1007/s12076-020-00263-0>. For panel data: Panel Fourier
        Toda-Yamamoto (Yilanci and Gorus, 2020)
        <doi:10.1007/s11356-020-10092-9> and Panel Quantile Causality
        tests (Wang and Nguyen, 2022)
        <doi:10.1080/1331677X.2021.1948436>, as well as Group-Mean and
        Pooled Fully Modified OLS estimators for panel cointegrating
        polynomial regressions (Wagner and Reichold, 2023)
        <doi:10.1080/07474938.2023.2178141>. All tests include
        bootstrap inference for robust p-values.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/caustests
BugReports: https://github.com/muhammedalkhalaf/caustests/issues
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.5.0)
Imports: stats, quantreg
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
RoxygenNote: 7.3.3
NeedsCompilation: no
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
        <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Packaged: 2026-10-31 18:51:29 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2026-10-31 12:48:55 UTC
RemoteUrl: https://github.com/cran/caustests
RemoteRef: HEAD
RemoteSha: 0b1a5f4e6e209ea58650539d615435d7032c4dcc