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cotrend

Consistent Co-Trending Rank Selection

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 <http://www.fas.nus.edu.sg/ecs/events/seminar/seminar-papers/05Apr11.pdf>.

Versions across snapshots

VersionRepositoryFileSize
1.0.2 rolling linux/jammy R-4.5 cotrend_1.0.2.tar.gz 28.0 KiB
1.0.2 rolling linux/noble R-4.5 cotrend_1.0.2.tar.gz 27.9 KiB
1.0.2 rolling source/ R- cotrend_1.0.2.tar.gz 4.6 KiB
1.0.2 latest linux/jammy R-4.5 cotrend_1.0.2.tar.gz 28.0 KiB
1.0.2 latest linux/noble R-4.5 cotrend_1.0.2.tar.gz 27.9 KiB
1.0.2 latest source/ R- cotrend_1.0.2.tar.gz 4.6 KiB
1.0.2 2026-04-26 source/ R- cotrend_1.0.2.tar.gz 4.6 KiB
1.0.2 2026-04-23 source/ R- cotrend_1.0.2.tar.gz 4.6 KiB
1.0.2 2026-04-09 windows/windows R-4.5 cotrend_1.0.2.zip 30.6 KiB
1.0.2 2025-04-20 source/ R- cotrend_1.0.2.tar.gz 4.6 KiB

Dependencies (latest)

Depends