cotrend
1.0.2Consistent Co-Trending Rank Selection
Overview
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.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-06-0911 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- WARNING2026-06-0811 OK · 1 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- References docs
- 67%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
Author records are not tracked yet for this package.
3 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.0.2Latest
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.0.12018-03-19 · diff ↗
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
Show 2 earlier events
- 1.02012-10-29
- RR 2.15.0 released · 2012-03-30
Package metadata
- First published
- 2012-10-29
- Total releases
- 3 / 14 yrs
- License
- GPL-3 OSI
- Download size
- 4.7 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
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