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makicoint: Maki Cointegration Test with Structural Breaks

Implements the Maki (2012) <doi:10.1016/j.econmod.2012.05.006> cointegration test that allows for an unknown number of structural breaks. The test detects cointegration relationships in the presence of up to five structural breaks in the intercept and/or slope coefficients. Four different model specifications are supported: level shifts, level shifts with trend, regime shifts, and trend with regime shifts. The method is described in Maki (2012) "Tests for cointegration allowing for an unknown number of breaks" <doi:10.1016/j.econmod.2012.05.006>.

Version: 1.0.0
Depends: R (≥ 3.5.0)
Suggests: testthat (≥ 3.0.0), knitr, rmarkdown
Published: 2025-11-04
DOI: 10.32614/CRAN.package.makicoint
Author: Merwan Roudane [aut, cre] (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
Materials: README, NEWS
CRAN checks: makicoint results

Documentation:

Reference manual: makicoint.html , makicoint.pdf
Vignettes: Introduction to makicoint (source, R code)

Downloads:

Package source: makicoint_1.0.0.tar.gz
Windows binaries: r-devel: makicoint_1.0.0.zip, r-release: makicoint_1.0.0.zip, r-oldrel: makicoint_1.0.0.zip
macOS binaries: r-release (arm64): makicoint_1.0.0.tgz, r-oldrel (arm64): makicoint_1.0.0.tgz, r-release (x86_64): makicoint_1.0.0.tgz, r-oldrel (x86_64): makicoint_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.