The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Implements cointegration/co-trending rank selection algorithm in Guo and Shintani (2013) "Consistent co-trending rank selection when both stochastic and nonlinear deterministic trends are present". The Econometrics Journal 16: 473-483 <doi:10.1111/j.1368-423X.2012.00392.x>. Numbered examples correspond to Feb 2011 preprint <http://www.fas.nus.edu.sg/ecs/events/seminar/seminar-papers/05Apr11.pdf>.
| Version: | 1.0.2 |
| Depends: | xts |
| Published: | 2019-10-21 |
| Author: | A. Christian Silva |
| Maintainer: | A. Christian Silva <a.christian.silva at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | cotrend results |
| Reference manual: | cotrend.pdf |
| Package source: | cotrend_1.0.2.tar.gz |
| Windows binaries: | r-devel: cotrend_1.0.2.zip, r-release: cotrend_1.0.2.zip, r-oldrel: cotrend_1.0.2.zip |
| macOS binaries: | r-release (arm64): cotrend_1.0.2.tgz, r-oldrel (arm64): cotrend_1.0.2.tgz, r-release (x86_64): cotrend_1.0.2.tgz, r-oldrel (x86_64): cotrend_1.0.2.tgz |
| Old sources: | cotrend archive |
Please use the canonical form https://CRAN.R-project.org/package=cotrend to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.