Causal Analysis for Macroeconomic Time Series (ECM-MARS, BSTS, Bayesian GLM-AR(1)) [R package EconCausal version 1.0.2]

José Mauricio Gómez Julián

EconCausal: Causal Analysis for Macroeconomic Time Series (ECM-MARS, BSTS, Bayesian GLM-AR(1))

Implements three complementary pipelines for causal analysis on macroeconomic time series: (1) Error-Correction Models with Multivariate Adaptive Regression Splines (ECM-MARS), (2) Bayesian Structural Time Series (BSTS), and (3) Bayesian GLM with AR(1) errors validated with Leave-Future-Out (LFO). Heavy backends (Stan) are optional and never used in examples or tests.

Version:	1.0.2
Depends:	R (≥ 4.1)
Imports:	brms, readxl, dplyr, tidyr, tibble, purrr, bsts, BoomSpikeSlab, tseries, urca, vars, progressr, future.apply, rlang, magrittr, parallel, stats, utils
Suggests:	knitr, cmdstanr, rstan, future, RhpcBLASctl, rmarkdown, testthat (≥ 3.0.0)
Published:	2025-10-08
DOI:	10.32614/CRAN.package.EconCausal (may not be active yet)
Author:	José Mauricio Gómez Julián [aut, cre]
Maintainer:	José Mauricio Gómez Julián <isadore.nabi at pm.me>
BugReports:	https://github.com/IsadoreNabi/EconCausal/issues
License:	MIT + file LICENSE
URL:	https://github.com/IsadoreNabi/EconCausal
NeedsCompilation:	no
Additional_repositories:	https://stan-dev.r-universe.dev
Language:	en-US
Materials:	README
CRAN checks:	EconCausal results

Documentation:

Reference manual:

EconCausal.html , EconCausal.pdf

Vignettes:

**Detalles Metodológicos del Modelo GLM Bayesiano con Estructura AR(1)** (source, R code)
**Methodological Details of the Bayesian GLM Model with AR(1) Structure** (source, R code)
**Methodological Details of Bayesian State-Space Models with Variable Selection** (source, R code)
**Detalles Metodológicos de Modelos de Estado-Espacio Bayesianos con Selección de Variables** (source, R code)
**Methodological Details of the Error Correction Model with MARS** (source, R code)
**Detalles Metodológicos del Modelo de Corrección de Errores con MARS** (source, R code)

Downloads:

Package source:	EconCausal_1.0.2.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

Please use the canonical form https://CRAN.R-project.org/package=EconCausal to link to this page.