Package: cointests 1.0.0

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.2017.03.004>, 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_1.0.0.tar.gz
cointests_1.0.0.zip(r-4.7)cointests_1.0.0.zip(r-4.6)cointests_1.0.0.zip(r-4.5)
cointests_1.0.0.tgz(r-4.6-any)cointests_1.0.0.tgz(r-4.5-any)
cointests_1.0.0.tar.gz(r-4.7-any)cointests_1.0.0.tar.gz(r-4.6-any)
cointests_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
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:

2.48 score 470 downloads 5 exports 0 dependencies

Last updated from:e05927dcbf. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK104
source / vignettesOK135
linux-release-x86_64OK102
macos-release-arm64OK103
macos-oldrel-arm64OK96
windows-develOK93
windows-releaseOK80
windows-oldrelOK73
wasm-releaseOK89

Exports:fcointprint.fcointprint.xtcadfcointsummary.xtcadfcointxtcadfcoint

Dependencies: