Package: cointests
Type: Package
Title: Comprehensive Cointegration Tests with Fourier and Panel Methods
Version: 1.1.1
Date: 2026-10-03
Authors@R: person("Muhammad Abdullah", "Alkhalaf", email = "muhammedalkhalaf@gmail.com",
    role = c("aut", "cre", "cph"),
    comment = c(ORCID = "0009-0002-2677-9246"))
Description: 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>.
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-10-03 17:04:36 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/cointests
RemoteRef: HEAD
RemoteSha: 26096398b0893ec3828ffeb74402d32ceedca0bf
NeedsCompilation: no
Packaged: 2026-11-02 13:20:28 UTC; root
Author: Muhammad Abdullah Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Abdullah Alkhalaf <muhammedalkhalaf@gmail.com>