Package: cointsmall
Type: Package
Title: Cointegration Tests with Structural Breaks in Small Samples
Version: 1.0.4
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")))
Description: 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.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/cointsmall
BugReports: https://github.com/muhammedalkhalaf/cointsmall/issues
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Config/roxygen2/version: 8.1.0
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-09-28 15:41:46 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/cointsmall
RemoteRef: HEAD
RemoteSha: de9f5f1ee8d5e2f13d5ec55f785d50fa8a4690e8
NeedsCompilation: no
Packaged: 2026-10-28 12:08:25 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>