Major correctness and feature release. Results from version 1.0.0 should be re-run, as the critical values and the break search have been corrected.
cv_coint_maki() takes the
number of regressors k (was the unused sample size n).m = 1, ..., 5 (and beyond);
version 1.0.0 stopped at three breaks despite advertising five.engine = "paper" uses the Maki
(2012, Steps 2 and 4) break rule.simcv, using
Maki's Monte-Carlo design.plot() method ('ggplot2'): a two-panel dashboard of the series with its
break-adjusted long-run fit and the cointegrating residual.lagmethod = "tsig" (default), "fixed", "zero",
"aic", "bic".coint_maki() gains lagmethod, maxlags, engine, simcv, simt and
simseed; the default trimm is now 0.10. The legacy lagoption argument
is replaced by lagmethod.break_fractions, cv_source, lags, engine and
k, and stores the data to support plot().