Implements a joint cointegration testing approach that combines Engle-Granger, Johansen maximum eigenvalue, Boswijk, and Banerjee tests into a unified test-statistic for the null of non-cointegration. Also see Bayer and Hanck (2013) <doi:10.1111/j.1467-9892.2012.00814.x>.
Version: 0.2.0 Depends: R (≥ 3.6.0) Imports: dplyr, Hmisc, magrittr, purrr, stats, stringr, tibble, tidyr, tsDyn, urca Suggests: MTS, knitr, rmarkdown, testthat (≥ 3.0.0) Published: 2025-06-13 DOI: 10.32614/CRAN.package.combcoint Author: Janine Langerbein [aut, cre, cph], Jens Klenke [aut] Maintainer: Janine Langerbein <janine.langerbein at icloud.com> BugReports: https://github.com/Janine-Langerbein/combcoint/issues License: MIT + file LICENSE URL: https://github.com/Janine-Langerbein/combcoint NeedsCompilation: no Materials: README NEWS CRAN checks: combcoint results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=combcoint to link to this page.
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