makicoint
Maki Cointegration Test with Structural Breaks
Implements the Maki (2012) <doi:10.1016/j.econmod.2012.05.006> cointegration test that allows for an unknown number of structural breaks. The test detects cointegration relationships in the presence of up to five structural breaks in the intercept and/or slope coefficients. Four different model specifications are supported: level shifts, level shifts with trend, regime shifts, and trend with regime shifts. The method is described in Maki (2012) "Tests for cointegration allowing for an unknown number of breaks" <doi:10.1016/j.econmod.2012.05.006>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling linux/jammy R-4.5 | makicoint_1.0.0.tar.gz |
96.7 KiB |
1.0.0 |
rolling linux/noble R-4.5 | makicoint_1.0.0.tar.gz |
96.6 KiB |
1.0.0 |
rolling source/ R- | makicoint_1.0.0.tar.gz |
40.4 KiB |
1.0.0 |
latest linux/jammy R-4.5 | makicoint_1.0.0.tar.gz |
96.7 KiB |
1.0.0 |
latest linux/noble R-4.5 | makicoint_1.0.0.tar.gz |
96.6 KiB |
1.0.0 |
latest source/ R- | makicoint_1.0.0.tar.gz |
40.4 KiB |
1.0.0 |
2026-04-26 source/ R- | makicoint_1.0.0.tar.gz |
40.4 KiB |
1.0.0 |
2026-04-23 source/ R- | makicoint_1.0.0.tar.gz |
40.4 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | makicoint_1.0.0.zip |
97.6 KiB |