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# EconCausal

An R package for econometric causal inference with emphasis on temporal stability, implementing three complementary methodologies:

1. Bayesian GLM with AR(1) errors (BGLM-AR1)

2. Error Correction Models with MARS (ECM-MARS)

3. Bayesian Structural Time Series (BSTS)

## Installation

Installation

# From GitHub
remotes::install_github("IsadoreNabi/EconCausal")

# If vignette building fails on Windows:
remotes::install_github("IsadoreNabi/EconCausal", build_vignettes = FALSE)

About

R package for analysis templates: ECM with MARS nonlinearity, Bayesian Structural Time Series, and Bayesian GLM with AR(1). Designed to determine causal direction between pairs of economic variables, also useful for other scientific studies of phenomenon with equivalent underlying logic. Packed with pipeline tools and method guides.

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