# grangersearch: An R Package for Exhaustive Granger Causality Testing with Tidyverse Integration

arXiv: https://arxiv.org/abs/2601.01604 · HTML: https://mlsanity.com/paper/2601.01604/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 1 of its 18 references that are in the map.
- First posted on arXiv 4 Jan 2026.

## Builds on (most cited first, 1 of 1)

- [broom: An R Package for Converting Statistical Analysis Objects Into Tidy Data Frames](https://mlsanity.com/paper/1412.3565/) (2014)

## Abstract (arXiv)

This paper introduces grangersearch, an R package for performing exhaustive Granger causality searches on multiple time series. The package provides: (1) exhaustive pairwise search across multiple variables, (2) automatic lag order optimization with visualization, (3) tidyverse-compatible syntax with pipe operators and non-standard evaluation, and (4) integration with the broom ecosystem through tidy() and glance() methods. The package wraps the vars infrastructure while providing a simple interface for exploratory causal analysis. We describe the statistical methodology, demonstrate the package through worked examples, and discuss practical considerations for applied researchers.