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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:
Downloads:
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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.
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