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.

翻译：本文介绍了grangersearch，一个用于对多个时间序列进行穷举格兰杰因果搜索的R包。该包提供以下功能：(1) 跨多个变量的穷举成对搜索，(2) 带可视化的自动滞后阶数优化，(3) 兼容Tidyverse语法（支持管道操作符和非标准求值），以及(4) 通过tidy()和glance()方法与broom生态系统集成。该包封装了vars基础架构，同时为探索性因果分析提供了简洁的接口。我们将阐述其统计方法，通过实例演示包的使用，并讨论应用研究中的实际注意事项。