makicoint 1.0.0

Initial Release

• First CRAN submission
• Implements Maki (2012) cointegration test with structural breaks
• Supports up to 3 structural breaks (m=0,1,2,3)
• Four model specifications (level shifts, trends, regime shifts)
• Automatic lag selection using t-sig criterion
• Complete documentation and examples
• Vignette with practical applications

Features

• coint_maki(): Main test function
• cv_coint_maki(): Critical values lookup
• print.maki_test(): Formatted output
• Comprehensive help documentation
• Unit tests for reliability

Reference

Maki, D. (2012). Tests for cointegration allowing for an unknown number of breaks. Economic Modelling, 29(5), 2011-2015.