Package: cointests 1.1.1

cointests: Comprehensive Cointegration Tests with Fourier and Panel Methods

A unified toolkit for cointegration testing including Fourier-based cointegration tests (FADL, FEG, FEG2, Tsong) that accommodate smooth structural breaks via flexible Fourier terms, and panel CADF cointegration tests with structural breaks using the Common Correlated Effects (CCE) estimator following Banerjee, Arcabic and Lee (2017) <doi:10.1016/j.econmod.2016.11.004>, Tsong, Lee, Tsai and Hu (2016) <doi:10.1007/s00181-015-1028-6>, and Banerjee and Carrion-i-Silvestre (2025) <doi:10.1080/07350015.2024.2327844>.

Authors:Muhammad Abdullah Alkhalaf [aut, cre, cph]

cointests_1.1.1.tar.gz
cointests_1.1.1.zip(r-4.7-any)cointests_1.1.1.zip(r-4.6-any)cointests_1.1.1.zip(r-4.5-any)
cointests_1.1.1.tgz(r-4.6-any)cointests_1.1.1.tgz(r-4.5-any)
cointests_1.1.1.tar.gz(r-4.7-any)cointests_1.1.1.tar.gz(r-4.6-any)
cointests_1.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
cointests/json (API)

# Install 'cointests' in R:
install.packages('cointests', repos = c('https://muhammedalkhalaf.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/muhammedalkhalaf/cointests/issues

On CRAN:

Conda:

2.70 score 242 downloads 5 exports 0 dependencies

Last updated from:26096398b0. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK104
source / vignettesOK134
linux-releaseOK95
macos-releaseOK111
macos-oldrelOK73
windows-develOK67
windows-releaseOK79
windows-oldrelOK64
wasm-releaseOK66

Exports:fcointprint.fcointprint.xtcadfcointsummary.xtcadfcointxtcadfcoint

Dependencies: