Description
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>.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
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r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘A. Christian Silva <a.christian.silva@gmail.com>’
No Authors@R field in DESCRIPTION.
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Authors@R: person(given = c("A.", "Christian"),
family = "Silva",
role = c("aut", "cre"),
email = "a.christian.silva@gmail.com")
as necessary.
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r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘A. Christian Silva <a.christian.silva@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("A.", "Christian"),
family = "Silva",
role = c("aut", "cre"),
email = "a.christian.silva@gmail.com")
as necessary.
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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘A. Christian Silva <a.christian.silva@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("A.", "Christian"),
family = "Silva",
role = c("aut", "cre"),
email = "a.christian.silva@gmail.com")
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘A. Christian Silva <a.christian.silva@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = c("A.", "Christian"),
family = "Silva",
role = c("aut", "cre"),
email = "a.christian.silva@gmail.com")
as necessary.