{ "_id": "6a1f2f10b401979e73426c3a", "Package": "fjohansen", "Type": "Package", "Title": "Johansen Cointegration Test with Fourier-Type Smooth Nonlinear\nTrends", "Version": "0.1.0", "Date": "2026-05-29", "Authors@R": "c(\nperson(given = \"Merwan\",\nfamily = \"Roudane\",\nemail = \"merwanroudane920@gmail.com\",\nrole = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"\")))", "Maintainer": "Merwan Roudane ", "Description": "Implements the Johansen cointegration test with\nFourier-type smooth nonlinear deterministic trends restricted\nto cointegrating relations, as developed by Kurita and Shintani\n(2025) . Six model variants\nare supported: CNR (constant plus nonlinear, restricted in the\ncointegrating space), LNR (linear plus nonlinear, restricted),\nCNU (constant restricted, nonlinear unrestricted), LNU (linear\nrestricted, nonlinear unrestricted), plus the standard\nconstant- and linear-trend restricted Johansen models. The\npackage also bundles the feasible generalised least squares\n(FGLS) Wald test of Perron, Shintani and Yabu (2017)\n used as a frequency-selection\npre-step, together with bundled critical-value tables, a\nvectorised simulator for the limiting distribution,\npublication-quality table exports (LaTeX and HTML) and\n'ggplot2' figures matching those of the paper.", "URL": "https://github.com/merwanroudane/fjohansen", "BugReports": "https://github.com/merwanroudane/fjohansen/issues", "License": "MIT + file LICENSE", "Encoding": "UTF-8", "RoxygenNote": "7.3.3", "NeedsCompilation": "no", "Packaged": { "Date": "2026-06-02 18:56:41 UTC", "User": "root" }, "Author": "Merwan Roudane [aut, cre]", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-06-02 08:30:09 UTC", "RemoteUrl": "https://github.com/cran/fjohansen", "RemoteRef": "HEAD", "RemoteSha": "24fccca26138d7b0fb74f773823235d11835590e", "MD5sum": "60d3dd542303163766f126b35d308c34", "_user": "cran", "_type": "src", 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