Package: cotrend
Type: Package
Title: Consistent Co-Trending Rank Selection
Version: 1.0.2
Date: 2019-10-16
Author: A. Christian Silva
Maintainer: A. Christian Silva <a.christian.silva@gmail.com>
Description: 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>.
Depends: xts
License: GPL-3
LazyLoad: yes
Packaged: 2026-09-24 08:43:43 UTC; root
RoxygenNote: 6.1.1
NeedsCompilation: no
Repository: https://cran.r-universe.dev
Date/Publication: 2019-10-21 03:40:02 UTC
RemoteUrl: https://github.com/cran/cotrend
RemoteRef: HEAD
RemoteSha: a015cee90233001ccc785b2ad68198de819454a0