Package: statioVAR
Type: Package
Title: Trend Removal for Vector Autoregressive Workflows
Version: 0.1.3
Authors@R: 
    person(
      "Giuseppe", "Corbelli",
      email = "giuseppe.corbelli@uniroma1.it",
      role = c("aut", "cre"),
      comment = c(ORCID = "0000-0002-2864-3548")
    )
Description: 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>.  
URL: https://github.com/g-corbelli/statioVAR
BugReports: https://github.com/g-corbelli/statioVAR/issues
License: GPL-3
Encoding: UTF-8
Imports: dplyr, rlang, stats
Suggests: shiny, testthat (>= 3.0.0), knitr, rmarkdown
Language: en-US
NeedsCompilation: no
Maintainer: Giuseppe Corbelli <giuseppe.corbelli@uniroma1.it>
Config/testthat/edition: 3
RoxygenNote: 7.3.2
Packaged: 2025-08-20 06:56:50 UTC; giuse
Author: Giuseppe Corbelli [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-2864-3548>)
Repository: CRAN
Date/Publication: 2025-08-20 07:10:02 UTC
Built: R 4.6.0; ; 2026-04-29 08:24:43 UTC; unix
