Package: hatemicoint 1.0.1
hatemicoint: Hatemi-J Cointegration Test with Two Unknown Regime Shifts
Implements the Hatemi-J (2008) cointegration test which allows for two unknown structural breaks (regime shifts) in the cointegrating relationship. The test provides three test statistics: ADF* (Augmented Dickey-Fuller), Zt* (Phillips-Perron Z_t), and Za* (Phillips-Perron Z_alpha), along with endogenously determined break dates. Critical values are based on simulations from Hatemi-J (2008) <doi:10.1007/s00181-007-0175-9>.
Authors:
hatemicoint_1.0.1.tar.gz
hatemicoint_1.0.1.zip(r-4.7)hatemicoint_1.0.1.zip(r-4.6)hatemicoint_1.0.1.zip(r-4.5)
hatemicoint_1.0.1.tgz(r-4.6-any)hatemicoint_1.0.1.tgz(r-4.5-any)
hatemicoint_1.0.1.tar.gz(r-4.7-any)hatemicoint_1.0.1.tar.gz(r-4.6-any)
hatemicoint_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
hatemicoint/json (API)
NEWS
| # Install 'hatemicoint' in R: |
| install.packages('hatemicoint', repos = c('https://muhammedalkhalaf.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/muhammedalkhalaf/hatemicoint/issues
Last updated from:ce01f636e0. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 118 | ||
| source / vignettes | OK | 156 | ||
| linux-release-x86_64 | OK | 117 | ||
| macos-release-arm64 | OK | 82 | ||
| macos-oldrel-arm64 | OK | 64 | ||
| windows-devel | OK | 67 | ||
| windows-release | OK | 73 | ||
| windows-oldrel | OK | 107 | ||
| wasm-release | OK | 93 |
Exports:hatemicoint
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| hatemicoint: Hatemi-J Cointegration Test with Two Unknown Regime Shifts | hatemicoint-package |
| Hatemi-J Cointegration Test with Two Unknown Regime Shifts | hatemicoint |
| Print Method for hatemicoint Objects | print.hatemicoint |
| Summary Method for hatemicoint Objects | summary.hatemicoint |
