Variance-Guided Time-Series Modeling for Temporal Risk Detection R package varGuidTS version 0.1.13 Fits balanced-panel autoregressive models with conditional heteroscedasticity for temporal risk detection. The main estimator combines autoregressive exogenous mean modeling with GARCH-X variance modeling, subject-specific baseline terms, shared population coefficients, and L1 penalization for high-dimensional covariates. The package returns conditional mean and variance estimates, coefficient summaries, simulations, and exceedance-based risk scores defined as estimated conditional threshold-exceedance probabilities. The implementation builds on the lasso of Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x>, generalized autoregressive conditional heteroscedasticity of Bollerslev (1986) <doi:10.1016/0304-4076(86)90063-1>, and L1-regularized high-dimensional time-series modeling of Medeiros and Mendes (2016) <doi:10.1016/j.jeconom.2015.10.011>. Software Depends: R (>= 4.1.0) Imports: stats, glmnet Suggests: testthat (>= 3.0.0) Min Lu <luminwin@gmail.com> Comprehensive R Archive Network (CRAN) Zihao Wang [aut], Min Lu [aut, cre] MIT + file LICENSE (https://CRAN.R-project.org/package=varGuidTS/LICENSE) 2026-05-28 application/tgz https://CRAN.R-project.org/package=varGuidTS doi:10.32614/CRAN.package.varGuidTS