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statioVAR: Trend Removal for Vector Autoregressive Workflows

Detrending multivariate time-series to approximate stationarity when dealing with intensive longitudinal data, prior to Vector Autoregressive (VAR) or multilevel-VAR estimation. Classical VAR assumes weak stationarity (constant first two moments), and deterministic trends inflate spurious autocorrelation, biasing Granger-causality and impulse-response analyses. All functions operate on raw panel data and write detrended columns back to the data set, but differ in the level at which the trend is estimated. See, for instance, Wang & Maxwell (2015) <doi:10.1037/met0000030>; Burger et al. (2022) <doi:10.4324/9781003111238-13>; Epskamp et al. (2018) <doi:10.1177/2167702617744325>.

Version: 0.1.2
Imports: dplyr, rlang, stats
Suggests: shiny, testthat (≥ 3.0.0), knitr, rmarkdown
Published: 2025-07-30
DOI: 10.32614/CRAN.package.statioVAR
Author: Giuseppe Corbelli ORCID iD [aut, cre]
Maintainer: Giuseppe Corbelli <giuseppe.corbelli at uniroma1.it>
BugReports: https://github.com/g-corbelli/statioVAR/issues
License: GPL-3
URL: https://github.com/g-corbelli/statioVAR
NeedsCompilation: no
Language: en-US
Citation: statioVAR citation info
Materials: NEWS
CRAN checks: statioVAR results

Documentation:

Reference manual: statioVAR.html , statioVAR.pdf

Downloads:

Package source: statioVAR_0.1.2.tar.gz
Windows binaries: r-devel: statioVAR_0.1.2.zip, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): statioVAR_0.1.2.tgz, r-oldrel (arm64): statioVAR_0.1.2.tgz, r-release (x86_64): statioVAR_0.1.2.tgz, r-oldrel (x86_64): statioVAR_0.1.2.tgz

Linking:

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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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