Procedures include Phillips (1995) FMVAR <doi:10.2307/2171721>, Kitamura and Phillips (1997) FMGMM <doi:10.1016/S0304-4076(97)00004-3>, and Park (1992) CCR <doi:10.2307/2951679>, and so on. Tests with 1 or 2 structural breaks include Gregory and Hansen (1996) <doi:10.1016/0304-4076(69)41685-7>, Zivot and Andrews (1992) <doi:10.2307/1391541>, and Kurozumi (2002) <doi:10.1016/S0304-4076(01)00106-3>.
| Version: | 0.0.1 |
| Depends: | R (≥ 3.5) |
| Imports: | timeSeries |
| Suggests: | cointReg, forecast, timeDate, urca, zoo |
| Published: | 2025-09-08 |
| DOI: | 10.32614/CRAN.package.COINT |
| Author: | Ho Tsung-wu [aut, cre] |
| Maintainer: | Ho Tsung-wu <tsungwu at ntnu.edu.tw> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | COINT results |
| Reference manual: | COINT.html , COINT.pdf |
| Package source: | COINT_0.0.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): COINT_0.0.1.tgz, r-oldrel (arm64): COINT_0.0.1.tgz, r-release (x86_64): COINT_0.0.1.tgz, r-oldrel (x86_64): COINT_0.0.1.tgz |
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