Package: combcoint 0.3.0

Janine Langerbein

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_0.3.0.tar.gz
combcoint_0.3.0.zip(r-4.7-any)combcoint_0.3.0.zip(r-4.6-any)
combcoint_0.3.0.tar.gz(r-4.7-any)combcoint_0.3.0.tar.gz(r-4.6-any)
combcoint_0.3.0.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://cran.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:

2.70 score 1 stars 3 scripts 39 downloads 6 exports 67 dependencies

Last updated from:0c5efa8460. Checks:6 OK. Indexed: yes.

Target	Result	Time
linux-devel	OK	131
source / vignettes	OK	174
linux-release	OK	129
windows-devel	OK	98
windows-release	OK	79
wasm-release	OK	128

Exports:%>%banerjee bayerhanck boswijk englegranger johansen

Dependencies:backports base64enc bslib cachem checkmate cli cluster colorspace cpp11 data.table digest dplyr evaluate farver fastmap fontawesome foreign Formula fs generics ggplot2 glue gridExtra gtable highr Hmisc htmlTable htmltools htmlwidgets isoband jquerylib jsonlite knitr labeling lattice lifecycle magrittr memoise mime nlme nnet pillar pkgconfig purrr R6 rappdirs RColorBrewer rlang rmarkdown rpart rstudioapi S7 sass scales stringi stringr tibble tidyr tidyselect tinytex urca utf8 vctrs viridisLite withr xfun yaml

Introduction to combcoint

Overview | Methodology | Installation | Dataset | Applied Example

Rendered fromcombcoint_vignette.Rmdusingknitr::rmarkdown

Last update: 2025-06-13
Started: 2025-06-13

Citation

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

Package: combcoint 0.3.0

combcoint: A Joint Test-Statistic for the Null of Non-Cointegration

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)