Package: combcoint 0.2.0

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>.

Authors:Janine Langerbein [aut, cre, cph], Jens Klenke [aut]

combcoint_0.2.0.tar.gz
combcoint_0.2.0.zip(r-4.7)combcoint_0.2.0.zip(r-4.6)combcoint_0.2.0.zip(r-4.5)
combcoint_0.2.0.tgz(r-4.6-any)combcoint_0.2.0.tgz(r-4.5-any)
combcoint_0.2.0.tar.gz(r-4.7-any)combcoint_0.2.0.tar.gz(r-4.6-any)
combcoint_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
combcoint/json (API)

# Install 'combcoint' in R:

install.packages('combcoint', repos = c('https://janine-langerbein.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/janine-langerbein/combcoint/issues

Datasets:

lutkepohl_e1 - Economic data from West Germany

On CRAN:

3.70 score 3 scripts 213 downloads 6 exports 93 dependencies

Last updated from:b9198b6735. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	147
source / vignettes	OK	216
linux-release-x86_64	OK	148
macos-release-arm64	OK	168
macos-oldrel-arm64	OK	195
windows-devel	OK	102
windows-release	OK	109
windows-oldrel	OK	91
wasm-release	OK	140

Exports:%>%banerjee bayerhanck boswijk englegranger johansen

Dependencies:backports base64enc bslib cachem checkmate cli cluster codetools colorspace cpp11 curl data.table deSolve digest dplyr evaluate farver fastmap fontawesome foreach forecast foreign Formula fracdiff fs generics ggplot2 glue gridExtra gtable highr Hmisc htmlTable htmltools htmlwidgets isoband iterators jquerylib jsonlite knitr labeling lattice lifecycle lmtest magrittr MASS Matrix memoise mgcv mime mnormt nlme nnet pillar pkgconfig purrr quadprog quantmod R6 rappdirs RColorBrewer Rcpp RcppArmadillo rlang rmarkdown rpart rstudioapi S7 sandwich sass scales stringi stringr strucchange tibble tidyr tidyselect timeDate tinytex tsDyn tseries tseriesChaos TTR urca utf8 vars vctrs viridisLite withr xfun xts yaml zoo

Introduction to combcoint

Overview | Methodology | Installation | Dataset | Applied Example

Rendered fromcombcoint_vignette.Rmdusingknitr::rmarkdown

Last update: 2025-06-11
Started: 2022-09-15

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Cointegration Tests	banerjee boswijk englegranger johansen
Joint Test-Statistic for the Null of Non-Cointegration	bayerhanck
Economic data from West Germany	lutkepohl_e1