CRAN/E | cotrend

cotrend

Consistent Co-Trending Rank Selection

Installation

About

Implements cointegration/co-trending rank selection algorithm in Guo and Shintani (2013) "Consistent co-trending rank selection when both stochastic and nonlinear deterministic trends are present". The Econometrics Journal 16: 473-483 doi:10.1111/j.1368-423X.2012.00392.x. Numbered examples correspond to Feb 2011 preprint .

Key Metrics

Version 1.0.2
Published 2019-10-21 1654 days ago
Needs compilation? no
License GPL-3
CRAN checks cotrend results

Downloads

Yesterday 7 -13%
Last 7 days 51 -14%
Last 30 days 177 +7%
Last 90 days 462 -34%
Last 365 days 2.124 -30%

Maintainer

Maintainer

A. Christian Silva

a.christian.silva@gmail.com

Authors

A. Christian Silva

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

cotrend archive

Depends

xts