caustests: Multiple Granger Causality Tests for Time Series and Panel Data

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.2021.1952089>, 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.

Version:	1.1.1
Depends:	R (≥ 3.5.0)
Imports:	stats, quantreg
Suggests:	testthat (≥ 3.0.0)
Published:	2026-04-05
DOI:	10.32614/CRAN.package.caustests
Author:	Muhammad Alkhalaf [aut, cre, cph]
Maintainer:	Muhammad Alkhalaf <muhammedalkhalaf at gmail.com>
BugReports:	https://github.com/muhammedalkhalaf/caustests/issues
License:	GPL-3
URL:	https://github.com/muhammedalkhalaf/caustests
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	caustests results

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