Package: cointsmall 1.0.4

cointsmall: Cointegration Tests with Structural Breaks in Small Samples

Implements cointegration tests with structural breaks designed for small sample sizes, following the methodology of Trinh (2022) <https://ideas.repec.org/p/ema/worpap/2022-01.html>. Supports models with no breaks, breaks in constant only, and breaks in both constant and slope. Provides endogenous break date detection using ADF or SSR minimization criteria, with the size-corrected 5% critical values of the response surfaces in Trinh (2022), for up to three regressors.

Authors:Muhammad Alkhalaf [aut, cre, cph]

cointsmall_1.0.4.tar.gz
cointsmall_1.0.4.zip(r-4.7-any)cointsmall_1.0.4.zip(r-4.6-any)cointsmall_1.0.4.zip(r-4.5-any)
cointsmall_1.0.4.tgz(r-4.6-any)cointsmall_1.0.4.tgz(r-4.5-any)
cointsmall_1.0.4.tar.gz(r-4.7-any)cointsmall_1.0.4.tar.gz(r-4.6-any)
cointsmall_1.0.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
cointsmall/json (API)

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

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

On CRAN:

Conda:

3.48 score 1 stars 274 downloads 3 exports 0 dependencies

Last updated from:de9f5f1ee8. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK95
source / vignettesOK171
linux-releaseOK95
macos-releaseOK70
macos-oldrelOK108
windows-develOK51
windows-releaseOK58
windows-oldrelOK55
wasm-releaseOK66

Exports:cointsmallcointsmall_combinedcointsmall_cv

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Cointegration Test with Structural Breaks in Small Samplescointsmall print.cointsmall summary.cointsmall
Combined Cointegration Testing Procedurecointsmall_combined print.cointsmall_combined summary.cointsmall_combined
Critical Values for Cointegration Tests with Structural Breakscointsmall_cv