combcoint: A Joint Test-Statistic for the Null of Non-Cointegration
Implements a joint cointegration testing approach that combines Engle-Granger, Johansen maximum eigenvalue, Boswijk, and Banerjee tests into a unified test-statistic for the null of non-cointegration. Also see Bayer and Hanck (2013) <doi:10.1111/j.1467-9892.2012.00814.x>.
| Version: | 0.2.0 |
| Depends: | R (≥ 3.6.0) |
| Imports: | dplyr, Hmisc, magrittr, purrr, stats, stringr, tibble, tidyr, tsDyn, urca |
| Suggests: | MTS, knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2025-06-13 |
| DOI: | 10.32614/CRAN.package.combcoint |
| Author: | Janine Langerbein [aut, cre, cph],
Jens Klenke  [aut] |
| Maintainer: | Janine Langerbein <janine.langerbein at icloud.com> |
| BugReports: | https://github.com/Janine-Langerbein/combcoint/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/Janine-Langerbein/combcoint |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | combcoint results |
Documentation:
| Reference manual: | combcoint.html , combcoint.pdf |
| Vignettes: |
Introduction to combcoint (source, R code) |
Downloads:
| Package source: | combcoint_0.2.0.tar.gz |
| Windows binaries: | r-devel: combcoint_0.2.0.zip, r-release: combcoint_0.2.0.zip, r-oldrel: combcoint_0.2.0.zip |
| macOS binaries: | r-release (arm64): combcoint_0.2.0.tgz, r-oldrel (arm64): combcoint_0.2.0.tgz, r-release (x86_64): combcoint_0.2.0.tgz, r-oldrel (x86_64): combcoint_0.2.0.tgz |
Linking:
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