{ "_id": "6a17dda7acfb0bcc41d9cae5", "Package": "caustests", "Type": "Package", "Title": "Multiple Granger Causality Tests for Time Series and Panel Data", "Version": "1.1.1", "Authors@R": "c(\nperson(\"Muhammad\", \"Alkhalaf\",\nemail = \"muhammedalkhalaf@gmail.com\",\nrole = c(\"aut\", \"cre\", \"cph\"),\ncomment = c(ORCID = \"0009-0002-2677-9246\")))", "Description": "Comprehensive suite of Granger causality tests for time\nseries and panel data. For time series: Toda-Yamamoto (1995)\n, Fourier-based tests with\nsingle frequency (Enders and Jones, 2016)\n and cumulative frequencies\n(Nazlioglu et al., 2019) ,\nquantile causality tests (Cai et al., 2023)\n, and Bootstrap Fourier Granger\nCausality in Quantiles (Cheng et al., 2021)\n. For panel data: Panel Fourier\nToda-Yamamoto (Yilanci and Gorus, 2020)\n and Panel Quantile Causality\ntests (Wang and Nguyen, 2022)\n, as well as Group-Mean and\nPooled Fully Modified OLS estimators for panel cointegrating\npolynomial regressions (Wagner and Reichold, 2023)\n. All tests include\nbootstrap 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", "Config/testthat/edition": "3", "RoxygenNote": "7.3.3", "Repository": "https://muhammedalkhalaf.r-universe.dev", "Date/Publication": "2026-04-27 20:56:17 UTC", "RemoteUrl": "https://github.com/muhammedalkhalaf/caustests", "RemoteRef": "HEAD", "RemoteSha": "3d90cd05af8711e8a800bdb32ed9c45f079bb029", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-28 06:11:39 UTC", "User": "root" }, "Author": "Muhammad Alkhalaf [aut, cre, cph] (ORCID:\n)", "Maintainer": "Muhammad Alkhalaf ", "MD5sum": "10dc003590ac5c69b8f30ec7000c7635", "_user": "muhammedalkhalaf", "_type": "src", "_file": "caustests_1.1.1.tar.gz", "_fileid": "629305be88013ec5042f04943f4d27408c4642c040376592e0f0818e439bb27a", "_filesize": 197834, "_sha256": "629305be88013ec5042f04943f4d27408c4642c040376592e0f0818e439bb27a", "_created": "2026-05-28T06:11:39.000Z", "_published": "2026-05-28T06:16:07.244Z", "_distro": "noble", "_jobs": [ { "job": 78234157495, "time": 120, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7258928376" }, { "job": 78234157552, "time": 107, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7258925828" }, { "job": 78234157510, "time": 82, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7258945210" }, { "job": 78234157520, "time": 95, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7258954796" }, { "job": 78233716772, "time": 232, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7258901896" }, { "job": 78234157526, "time": 92, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7258922519" }, { "job": 78234157619, "time": 89, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7258921751" }, { "job": 78234157518, "time": 69, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7258917607" }, { "job": 78234157575, "time": 65, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7258916700" } ], "_buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26557912280", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/muhammedalkhalaf/caustests", "_commit": { "id": "3d90cd05af8711e8a800bdb32ed9c45f079bb029", "author": "Muhammad Abdullah Alkhalaf ", "committer": "Muhammad Abdullah Alkhalaf ", "message": "Strip UTF-8 BOM from CITATION and source files (no functional change)\n", "time": 1777323377 }, "_maintainer": { "name": "Muhammad Alkhalaf", "email": "muhammedalkhalaf@gmail.com", "login": "muhammedalkhalaf", "uuid": 114047760 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "stats", "role": "Imports" }, { "package": "quantreg", "role": "Imports" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" } ], "_owner": "muhammedalkhalaf", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2026-11", "n": 5 }, { "week": "2026-12", "n": 1 }, { "week": "2026-14", "n": 2 }, { "week": "2026-18", "n": 1 } ], "_tags": [ { "name": "v1.0.2", "date": "2026-03-09" }, { "name": "v1.0.2.1", "date": "2026-03-18" } ], "_stars": 1, "_contributors": [ { "user": "muhammedalkhalaf", "count": 9, "uuid": 114047760 } ], "_userbio": { "uuid": 114047760, "type": "user", "name": "Muhammad Al Khalaf" }, "_downloads": { "count": 502, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/caustests" }, "_devurl": "https://github.com/muhammedalkhalaf/caustests", "_searchresults": 0, "_rbuild": "4.6.0", "_assets": [ "extra/caustests.html", "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/muhammedalkhalaf/caustests", "_realowner": "muhammedalkhalaf", "_cranurl": true, "_releases": [ { "version": "1.0.2", "date": "2026-03-12" }, { "version": "1.1.1", "date": "2026-04-05" } ], "_exports": [ "caustests", "grunfeld_cmg", "grunfeld_panel", "xtpcaus", "xtpcmg" ], "_datasets": [ { "name": "caustests_data", "title": "Example Time Series Dataset for Causality Tests", "object": "caustests_data", "class": [ "data.frame" ], "fields": [ "Y", "X1", "X2" ], "rows": 200, "table": true, "tojson": true } ], "_help": [ { "page": "caustests", "title": "Multiple Granger Causality Tests", "topics": [ "caustests" ] }, { "page": "caustests_data", "title": "Example Time Series Dataset for Causality Tests", "topics": [ "caustests_data" ] }, { "page": "grunfeld_cmg", "title": "Example Panel Data for xtpcmg", "topics": [ "grunfeld_cmg" ] }, { "page": "grunfeld_panel", "title": "Example Panel Data for xtpcaus", "topics": [ "grunfeld_panel" ] }, { "page": "plot.caustests", "title": "Plot Quantile Causality Results", "topics": [ "plot.caustests" ] }, { "page": "print.xtpcaus", "title": "Print Method for xtpcaus Objects", "topics": [ "print.xtpcaus" ] }, { "page": "print.xtpcmg", "title": "Print Method for xtpcmg Objects", "topics": [ "print.xtpcmg" ] }, { "page": "summary.xtpcaus", "title": "Summary Method for xtpcaus Objects", "topics": [ "summary.xtpcaus" ] }, { "page": "summary.xtpcmg", "title": "Summary Method for xtpcmg Objects", "topics": [ "summary.xtpcmg" ] }, { "page": "xtpcaus", "title": "Panel Granger Causality Tests", "topics": [ "xtpcaus" ] }, { "page": "xtpcmg", "title": "Panel Cointegrating Polynomial Regressions via FM-OLS", "topics": [ "xtpcmg" ] } ], "_readme": "https://github.com/muhammedalkhalaf/caustests/raw/HEAD/README.md", "_rundeps": [ "lattice", "MASS", "Matrix", "MatrixModels", "quantreg", "SparseM", "survival" ], "_score": 3.3010299956639813, "_indexed": true, "_nocasepkg": "caustests", "_universes": [ "muhammedalkhalaf" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.1.1", "date": "2026-05-28T06:13:41.000Z", "distro": "noble", "commit": "3d90cd05af8711e8a800bdb32ed9c45f079bb029", "fileid": "26b78295bfda9df6e2ced60854b3e8529272d6deeb6ac6721c5679c3ee0f458f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26557912280" }, { "r": "4.6.0", "os": "linux", "version": "1.1.1", "date": "2026-05-28T06:13:28.000Z", "distro": "noble", "commit": "3d90cd05af8711e8a800bdb32ed9c45f079bb029", "fileid": "4afe22b6098fc86ef38605f087ba6ffa9f917877a022f09dc4af03d39aa63850", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26557912280" }, { "r": "4.5.3", "os": "mac", "version": "1.1.1", "date": "2026-05-28T06:15:01.000Z", "commit": "3d90cd05af8711e8a800bdb32ed9c45f079bb029", "fileid": "55fe704272d6845a33c30d6a7dcf925c3d72c13d62e937965e5d2e59b7f6e0f4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26557912280" }, { "r": "4.6.0", "os": "mac", "version": "1.1.1", "date": "2026-05-28T06:15:41.000Z", "commit": "3d90cd05af8711e8a800bdb32ed9c45f079bb029", "fileid": "146e35244d404fbc758a1b17ef8c4d7c0e3f12c29ad4983f8abfdeab24e99182", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26557912280" }, { "r": "4.6.0", "os": "wasm", "version": "1.1.1", "date": "2026-05-28T06:13:27.000Z", "commit": "3d90cd05af8711e8a800bdb32ed9c45f079bb029", "fileid": "1f4120fa72216f8c8e92ac39e36ad67ca24ba9e29f5b395812f9041cf0259d53", "status": "success", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26557912280" }, { "r": "4.7.0", "os": "win", "version": "1.1.1", "date": "2026-05-28T06:13:00.000Z", "commit": "3d90cd05af8711e8a800bdb32ed9c45f079bb029", "fileid": "754a0b53172e30dd60cd796800ee01a70241be165c4b2773ca9d3b9737f12749", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26557912280" }, { "r": "4.5.3", "os": "win", "version": "1.1.1", "date": "2026-05-28T06:12:45.000Z", "commit": "3d90cd05af8711e8a800bdb32ed9c45f079bb029", "fileid": "c4ee01fba4bd45c3e01ea2ac369fe44aafd703c0a3d556baabf8cc9960c79a91", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26557912280" }, { "r": "4.6.0", "os": "win", "version": "1.1.1", "date": "2026-05-28T06:12:40.000Z", "commit": "3d90cd05af8711e8a800bdb32ed9c45f079bb029", "fileid": "72bfb644c29b5180bbbdd1cdf8b5b5113e7d73b8a3f48da880f730ad9da3a5e5", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/muhammedalkhalaf/actions/runs/26557912280" } ] }