Procedures include Phillips (1995) FMVAR <doi:10.2307/2171721>, Kitamura and Phillips (1997) FMGMM <doi:10.1016/S0304-4076(97)00004-3>, 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: | 0.0.2 |
| Depends: | R (≥ 3.5) |
| Imports: | timeSeries |
| Suggests: | cointReg,forecast,timeDate,urca,zoo |
| Published: | 2025-10-01 |
| 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 |
| In views: | TimeSeries |
| CRAN checks: | COINT results |
| Reference manual: | COINT.html ,COINT.pdf |
| Package source: | COINT_0.0.2.tar.gz |
| Windows binaries: | r-devel:COINT_0.0.2.zip, r-release:COINT_0.0.2.zip, r-oldrel:COINT_0.0.2.zip |
| macOS binaries: | r-release (arm64):COINT_0.0.2.tgz, r-oldrel (arm64):COINT_0.0.2.tgz, r-release (x86_64):COINT_0.0.2.tgz, r-oldrel (x86_64):COINT_0.0.2.tgz |
| Old sources: | COINT archive |
Please use the canonical formhttps://CRAN.R-project.org/package=COINTto link to this page.