Package: cotrend 1.0.2
A. Christian Silva
cotrend: Consistent Co-Trending Rank Selection
Implements cointegration/co-trending rank selection algorithm in Guo and Shintani (2013) "Consistent co-trending rank selection when both stochastic and nonlinear deterministic trends are present". The Econometrics Journal 16: 473-483 <doi:10.1111/j.1368-423X.2012.00392.x>. Numbered examples correspond to Feb 2011 preprint <http://www.fas.nus.edu.sg/ecs/events/seminar/seminar-papers/05Apr11.pdf>.
Authors:
cotrend_1.0.2.tar.gz
cotrend_1.0.2.tar.gz(r-4.5-noble)cotrend_1.0.2.tar.gz(r-4.4-noble)
cotrend_1.0.2.tgz(r-4.4-emscripten)cotrend_1.0.2.tgz(r-4.3-emscripten)
cotrend.pdf |cotrend.html✨
cotrend/json (API)
| # Install 'cotrend' in R: |
| install.packages('cotrend', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 5 years agofrom:a015cee902. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 29 2024 |
| R-4.5-linux | OK | Oct 29 2024 |
Exports:cotrendcotrend.defaultCTct_aicct_bicct_hqexample_eq3example_eq4example_eq8example_eq9froptJointoptPairedprint.cotrendVN1VN12VN2
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Consistent Cotrending Rank Selection | cotrend cotrend.default print.cotrend |
| Examples time series presented in Guo and Shintani (2011) to test their algorithm. | example_eq3 example_eq4 example_eq8 example_eq9 |