Dr Nikolaos Korfiatis ([email protected]) Associate Professor in Business Analytics, University of East Anglia Norwich Business School

This is a work in progress. Use at your own risk.

An R package for performing exhaustive search for granger causality for transactions time series. Given a $X$ and $Y$ timeseries as input, it performs a granger test to assertain causality. It considers the following manifestations:

• X: only X as predictor
• Y: only Y as predictor
• XY: both X and Y as predictors
• YX: both Y and X as predictors

You can install the package using the devtools::install_github("nkorf/grangersearch")

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