Package: fjohansen Type: Package Title: Johansen Cointegration Test with Fourier-Type Smooth Nonlinear Trends Version: 0.1.0 Date: 2026-05-29 Authors@R: c( person(given = "Merwan", family = "Roudane", email = "merwanroudane920@gmail.com", role = c("aut", "cre"), comment = c(ORCID = ""))) Maintainer: Merwan Roudane Description: Implements the Johansen cointegration test with Fourier-type smooth nonlinear deterministic trends restricted to cointegrating relations, as developed by Kurita and Shintani (2025) . Six model variants are supported: CNR (constant plus nonlinear, restricted in the cointegrating space), LNR (linear plus nonlinear, restricted), CNU (constant restricted, nonlinear unrestricted), LNU (linear restricted, nonlinear unrestricted), plus the standard constant- and linear-trend restricted Johansen models. The package also bundles the feasible generalised least squares (FGLS) Wald test of Perron, Shintani and Yabu (2017) used as a frequency-selection pre-step, together with bundled critical-value tables, a vectorised simulator for the limiting distribution, publication-quality table exports (LaTeX and HTML) and '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 Depends: R (>= 4.0.0) Imports: stats, utils, grDevices, graphics, ggplot2 (>= 3.4.0), scales Suggests: testthat (>= 3.0.0), kableExtra, knitr, rmarkdown, patchwork RoxygenNote: 7.3.3 NeedsCompilation: no Packaged: 2026-07-02 09:46:33 UTC; 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