{ "_id": "6a43c44358db26aa3c3593ba", "Package": "makicoint", "Type": "Package", "Title": "Maki Cointegration Test with Multiple Structural Breaks", "Version": "2.0.0", "Date": "2026-06-30", "Authors@R": "person(\"Merwan\", \"Roudane\",\nemail = \"merwanroudane920@gmail.com\",\nrole = c(\"aut\", \"cre\", \"cph\"),\ncomment = \"Independent Researcher\")", "Description": "Implements the Maki (2012)\n residual-based test for\ncointegration allowing for an unknown number of structural\nbreaks. Breaks are located by a sequential procedure and the\ncointegrating residual is tested for a unit root with an\naugmented Dickey-Fuller (ADF) regression; the test statistic is\nthe minimum ADF t-statistic over all candidate breaks. Four\nmodel specifications are supported (level shift, level shift\nwith trend, regime shift, and regime shift with trend) and one\nto four regressors. The default engine reproduces the original\n'GAUSS' / 'tspdlib' implementation, with an optional break rule\nfollowing Maki (2012, Steps 2 and 4). The test runs for any\nfeasible number of breaks; beyond the five tabulated by Maki,\ncritical values can be simulated by his Monte-Carlo design. A\ntwo-panel diagnostic plot is provided via 'ggplot2'.", "License": "GPL-3", "Encoding": "UTF-8", "VignetteBuilder": "knitr", "RoxygenNote": "7.3.3", "URL": "https://github.com/merwanroudane/makicoint", "BugReports": "https://github.com/merwanroudane/makicoint/issues", "NeedsCompilation": "no", "Packaged": { "Date": "2026-06-30 13:24:58 UTC", "User": "root" }, "Author": "Merwan Roudane [aut, cre, cph] (Independent Researcher)", "Maintainer": "Merwan Roudane ", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-06-30 08:39:46 UTC", "RemoteUrl": "https://github.com/cran/makicoint", "RemoteRef": "HEAD", "RemoteSha": "86a8739081bae367477dca5741364cbf018795e6", "MD5sum": "d353ec67dac4d7913c97dae989658452", "_user": "cran", "_type": "src", "_file": "makicoint_2.0.0.tar.gz", "_fileid": "4d8809582dada751ee3a039f9ba21a1d1689ea7d0ea3716cc19d3cf7f011414c", "_filesize": 254775, "_sha256": "4d8809582dada751ee3a039f9ba21a1d1689ea7d0ea3716cc19d3cf7f011414c", "_created": 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