combcoint

A Joint Test-Statistic for the Null of Non-Cointegration

v0.2.0 · Jun 13, 2025 · MIT + file LICENSE

Description

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>.

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CRAN Check Status

13 OK

Show all 13 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	60.7s
r-devel-linux-x86_64-debian-gcc	OK	47.1s
r-devel-linux-x86_64-fedora-clang	OK	111.1s
r-devel-linux-x86_64-fedora-gcc	OK	117.4s
r-devel-windows-x86_64	OK	79s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	77s
r-oldrel-windows-x86_64	OK	95s
r-patched-linux-x86_64	OK	53.8s
r-release-linux-x86_64	OK
r-release-macos-arm64	OK	26s
r-release-macos-x86_64	OK	78s
r-release-windows-x86_64	OK	79s

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026

ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026

ERROR r-devel-linux-x86_64-debian-gcc

package dependencies

Package required but not available: ‘Hmisc’

See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’
manual.

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 24, 2026

ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 23, 2026

ERROR r-oldrel-windows-x86_64

tests

Running 'testthat.R' [2s]
Running the tests in 'tests/testthat.R' failed.
Complete output:
  > # This file is part of the standard setup for testthat.
  > # It is recommended that you do not modify it.
  > #
  > # Where should you do additional test 
...[truncated]...
t the roles of various files in:
  > # * https://r-pkgs.org/testing-design.html#sec-tests-files-overview
  > # * https://testthat.r-lib.org/articles/special-files.html
  > 
  > library(testthat)
  > library(combcoint)
  > 
  > test_check("combcoint")

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Version History

1 tracked

new 0.2.0 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Jun 13, 2025. Releases before tracking aren’t shown.