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