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cointsmall: Cointegration Tests with Structural Breaks in Small Samples

Implements cointegration tests with structural breaks designed for small sample sizes, following the methodology of Trinh (2022) <https://ideas.repec.org/p/ema/worpap/2022-01.html>. Supports models with no breaks, breaks in constant only, and breaks in both constant and slope. Provides endogenous break date detection using ADF or SSR minimization criteria, with small-sample adjusted critical values via response surface methodology.

Version: 1.0.2
Depends: R (≥ 3.5.0)
Imports: stats
Suggests: testthat (≥ 3.0.0)
Published: 2026-03-19
DOI: 10.32614/CRAN.package.cointsmall
Author: Muhammad Alkhalaf ORCID iD [aut, cre, cph], Hoang Huy Trinh [ctb]
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf at gmail.com>
BugReports: https://github.com/muhammedalkhalaf/cointsmall/issues
License: GPL-3
URL: https://github.com/muhammedalkhalaf/cointsmall
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: cointsmall results

Documentation:

Reference manual: cointsmall.html , cointsmall.pdf

Downloads:

Package source: cointsmall_1.0.2.tar.gz
Windows binaries: r-devel: cointsmall_1.0.2.zip, r-release: cointsmall_1.0.2.zip, r-oldrel: cointsmall_1.0.2.zip
macOS binaries: r-release (arm64): cointsmall_1.0.2.tgz, r-oldrel (arm64): cointsmall_1.0.2.tgz, r-release (x86_64): cointsmall_1.0.2.tgz, r-oldrel (x86_64): cointsmall_1.0.2.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.