R Observatory: Metrics for CommonTrend version 0.7-1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

This package was removed from CRAN on 2020-06-15. Its history is shown below.

Reason: check problems were not corrected in time

Details below reflect version 0.7-1, its last release before removal.

CommonTrend

0.7-1

Extract and plot common trends from a cointegration system. Calculate P-value for Johansen Statistics.

0packages depend

–downloads / year

–test coverage

–checks pass

Overview

About

Maintained by Fan Yang5 releasesCRAN page ↗

Directly extract and plot stochastic common trends from a cointegration system using different approaches, currently including Kasa (1992) and Gonzalo and Granger (1995). The approach proposed by Gonzalo and Granger, also known as Permanent-Transitory Decomposition, is widely used in macroeconomics and market microstructure literature. Kasa's approach, on the other hand, has a nice property that it only uses the super consistent estimator: the cointegration vector 'beta'. This package also provides functions calculate P-value from Johansen Statistics according to the approximation method proposed by Doornik (1998). Update: 0.7-1: Fix bugs in calculation alpha. Add formulas and more explanations. 0.6-1: Rewrite the description file. 0.5-1: Add functions to calculate P-value from Johansen statistic, and vice versa.

Install

R (source archive)

url <- "https://cran.r-project.org/src/contrib/Archive/CommonTrend/CommonTrend_0.7-1.tar.gz"
pkgFile <- "CommonTrend_0.7-1.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (0.7-1) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

Health

CRAN checks

CRAN check results are not tracked yet.

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

3

Dependencies · direct

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 56%

Downloads

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Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (1)

R >= 2.10

Imports (3)

methodsMASSurca

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Other (1)

Fan Yang

Contributor

Package Timeline

5 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.1.0 released · 2021-05-18
archivedRemoved from CRAN
2020-06-15
check problems were not corrected in time
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
R
R 3.1.0 released · 2014-04-10
R
R 3.0.0 released · 2013-04-03
R
R 2.15.0 released · 2012-03-30
0.7-1
2011-11-13 · diff ↗
0.6-2
2011-11-13 · diff ↗
0.6-1
2011-11-13 · diff ↗
0.5-1
2011-11-13 · diff ↗
0.5
2011-11-13

Show 1 earlier events

R
R 2.14.0 released · 2011-10-31

Package metadata

Total releases: 5
License: GPL (>= 2) OSI
Minimum R: ≥ 2.10
Bundled data: 92 KB / 1 file
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("CommonTrend")

Format

Yang, F. (n.d.). CommonTrend: Extract and plot common trends from a cointegration system. Calculate P-value for Johansen Statistics. (Version 0.7-1) [Computer software]. Retrieved August 14, 2026, from https://CRAN.R-project.org/package=CommonTrend

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for CommonTrend version 0.7-1 [Data set]. HJJB, LLC. Data release v2026-08-13. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-13, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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