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# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "makicoint" in publications use:'
type: software
license: GPL-3.0-only
title: 'makicoint: Maki Cointegration Test with Multiple Structural Breaks'
version: 2.0.0
identifiers:
- type: doi
  value: 10.32614/CRAN.package.makicoint
abstract: Implements the Maki (2012) <https://doi.org/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'.
authors:
- family-names: Roudane
  given-names: Merwan
  email: merwanroudane920@gmail.com
preferred-citation:
  type: manual
  title: 'makicoint: Maki Cointegration Test with Multiple Structural Breaks'
  authors:
  - family-names: Roudane
    given-names: Merwan
    email: merwanroudane920@gmail.com
  year: '2026'
  notes: R package version 2.0.0
  url: https://CRAN.R-project.org/package=makicoint
repository: https://cran.r-universe.dev
repository-code: https://github.com/merwanroudane/makicoint
commit: 86a8739081bae367477dca5741364cbf018795e6
url: https://github.com/merwanroudane/makicoint
date-released: '2026-06-30'
contact:
- family-names: Roudane
  given-names: Merwan
  email: merwanroudane920@gmail.com
references:
- type: article
  title: Tests for cointegration allowing for an unknown number of breaks
  authors:
  - family-names: Maki
    given-names: Daiki
  journal: Economic Modelling
  year: '2012'
  volume: '29'
  doi: 10.1016/j.econmod.2012.04.022
  start: '2011'
  end: '2015'