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cointests: Comprehensive Cointegration Tests with Fourier and Panel Methods

A unified toolkit for cointegration testing including Fourier-based cointegration tests (FADL, FEG, FEG2, Tsong) that accommodate smooth structural breaks via flexible Fourier terms, and panel CADF cointegration tests with structural breaks using the Common Correlated Effects (CCE) estimator following Banerjee, Arcabic and Lee (2017) <doi:10.1016/j.econmod.2017.03.004>, Tsong, Lee, Tsai and Hu (2016) <doi:10.1007/s00181-015-1028-6>, and Banerjee and Carrion-i-Silvestre (2025) <doi:10.1080/07350015.2024.2327844>.

Version: 1.0.0
Depends: R (≥ 3.5.0)
Imports: stats
Suggests: testthat (≥ 3.0.0)
Published: 2026-03-27
DOI: 10.32614/CRAN.package.cointests
Author: Muhammad Abdullah Alkhalaf ORCID iD [aut, cre, cph]
Maintainer: Muhammad Abdullah Alkhalaf <muhammedalkhalaf at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: cointests results

Documentation:

Reference manual: cointests.html , cointests.pdf

Downloads:

Package source: cointests_1.0.0.tar.gz
Windows binaries: r-devel: cointests_1.0.0.zip, r-release: cointests_1.0.0.zip, r-oldrel: cointests_1.0.0.zip
macOS binaries: r-release (arm64): cointests_1.0.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): cointests_1.0.0.tgz, r-oldrel (x86_64): cointests_1.0.0.tgz

Linking:

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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.