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Implements the Maki (2012) <doi:10.1016/j.econmod.2012.04.022> residual-based test for cointegration allowing for an unknown number of structural breaks. Breaks are located by a sequential procedure and the cointegrating residual is tested for a unit root with an augmented Dickey-Fuller (ADF) regression; the test statistic is the minimum ADF t-statistic over all candidate breaks. Four model specifications are supported (level shift, level shift with trend, regime shift, and regime shift with trend) and one to four regressors. The default engine reproduces the original 'GAUSS' / 'tspdlib' implementation, with an optional break rule following Maki (2012, Steps 2 and 4). The test runs for any feasible number of breaks; beyond the five tabulated by Maki, critical values can be simulated by his Monte-Carlo design. A two-panel diagnostic plot is provided via 'ggplot2'.
| Version: | 2.0.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats |
| Suggests: | ggplot2, testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-06-30 |
| DOI: | 10.32614/CRAN.package.makicoint |
| Author: | Merwan Roudane [aut, cre, cph] (Independent Researcher) |
| Maintainer: | Merwan Roudane <merwanroudane920 at gmail.com> |
| BugReports: | https://github.com/merwanroudane/makicoint/issues |
| License: | GPL-3 |
| URL: | https://github.com/merwanroudane/makicoint |
| NeedsCompilation: | no |
| Citation: | makicoint citation info |
| Materials: | README, NEWS |
| In views: | TimeSeries |
| CRAN checks: | makicoint results |
| Reference manual: | makicoint.html , makicoint.pdf |
| Vignettes: |
Introduction to makicoint (source, R code) |
| Package source: | makicoint_2.0.0.tar.gz |
| Windows binaries: | r-devel: makicoint_2.0.0.zip, r-release: makicoint_2.0.0.zip, r-oldrel: makicoint_2.0.0.zip |
| macOS binaries: | r-release (arm64): makicoint_2.0.0.tgz, r-oldrel (arm64): makicoint_2.0.0.tgz, r-release (x86_64): makicoint_2.0.0.tgz, r-oldrel (x86_64): makicoint_2.0.0.tgz |
| Old sources: | makicoint archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.