Package: makicoint
Type: Package
Title: Maki Cointegration Test with Multiple Structural Breaks
Version: 2.0.0
Date: 2026-06-30
Authors@R: person("Merwan", "Roudane",
                  email = "merwanroudane920@gmail.com",
                  role = c("aut", "cre", "cph"),
                  comment = "Independent Researcher")
Description: Implements the Maki (2012)
        <doi:10.1016/j.econmod.2012.04.022> residual-based test for
        cointegration allowing for an unknown number of structural
        breaks. Breaks are located by a sequential procedure and the
        cointegrating residual is tested for a unit root with an
        augmented Dickey-Fuller (ADF) regression; the test statistic is
        the minimum ADF t-statistic over all candidate breaks. Four
        model specifications are supported (level shift, level shift
        with trend, regime shift, and regime shift with trend) and one
        to four regressors. The default engine reproduces the original
        'GAUSS' / 'tspdlib' implementation, with an optional break rule
        following Maki (2012, Steps 2 and 4). The test runs for any
        feasible number of breaks; beyond the five tabulated by Maki,
        critical values can be simulated by his Monte-Carlo design. A
        two-panel diagnostic plot is provided via 'ggplot2'.
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats
Suggests: ggplot2, testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: knitr
RoxygenNote: 7.3.3
URL: https://github.com/merwanroudane/makicoint
BugReports: https://github.com/merwanroudane/makicoint/issues
NeedsCompilation: no
Packaged: 2026-06-30 13:24:58 UTC; root
Author: Merwan Roudane [aut, cre, cph] (Independent Researcher)
Maintainer: Merwan Roudane <merwanroudane920@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-06-30 08:39:46 UTC
RemoteUrl: https://github.com/cran/makicoint
RemoteRef: HEAD
RemoteSha: 86a8739081bae367477dca5741364cbf018795e6