Initial CRAN release.
johansen_fourier() -- Johansen cointegration test with Fourier-type
smooth nonlinear deterministic trends restricted to cointegrating
relations, following Kurita and Shintani (2025).CNR, LNR, CNU, LNU, plus the
standard constant- and linear-trend restricted Johansen models.psy_wald_test(), select_frequencies(),
select_frequencies_univariate() -- FGLS Wald frequency-selection
pre-step of Perron, Shintani and Yabu (2017).simulate_limit_distribution(), simulate_limit_moments() --
vectorised Monte-Carlo simulators for the limiting trace distribution,
with a per-session in-memory cache (clear_jf_cache()).jf_quantile(), jf_p_value(), jf_moments(),
CNR_TABLE_B1 -- bundled critical-value tables and a
Gamma-approximation p-value.generate_nf_dgp1() ... generate_nf_dgp4(),
generate_f_dgp1(), generate_f_dgp2(), plus a sample_jgb_data()
utility.format_trace_table(), format_trace_latex(),
format_trace_html().plot_series(), plot_limit_density(),
plot_eigenvalues(), plot_long_run(), plot_risk_premium(),
plot_residual_diagnostics(), set_paper_theme().johansen_fourier objects: print, summary, plot,
coef, residuals.