# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "fjohansen" in publications use:' type: software license: MIT title: 'fjohansen: Johansen Cointegration Test with Fourier-Type Smooth Nonlinear Trends' version: 0.1.0 abstract: '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.' authors: - family-names: Roudane given-names: Merwan email: merwanroudane920@gmail.com repository: https://cran.r-universe.dev repository-code: https://github.com/merwanroudane/fjohansen commit: 24fccca26138d7b0fb74f773823235d11835590e url: https://github.com/merwanroudane/fjohansen date-released: '2026-05-29' contact: - family-names: Roudane given-names: Merwan email: merwanroudane920@gmail.com