combcoint: A Joint Test-Statistic for the Null of Non-Cointegration

Implements a joint cointegration testing approach that combines Engle-Granger, Johansen maximum eigenvalue, Boswijk, and Banerjee tests into a unified test-statistic for the null of non-cointegration. Also see Bayer and Hanck (2013) <doi:10.1111/j.1467-9892.2012.00814.x>.

Version: 0.2.0
Depends: R (≥ 3.6.0)
Imports: dplyr, Hmisc, magrittr, purrr, stats, stringr, tibble, tidyr, tsDyn, urca
Suggests: MTS, knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2025-06-13
DOI: 10.32614/CRAN.package.combcoint
Author: Janine Langerbein [aut, cre, cph], Jens Klenke ORCID iD [aut]
Maintainer: Janine Langerbein <janine.langerbein at icloud.com>
BugReports: https://github.com/Janine-Langerbein/combcoint/issues
License: MIT + file LICENSE
URL: https://github.com/Janine-Langerbein/combcoint
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: combcoint results

Documentation:

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

Downloads:

Package source: combcoint_0.2.0.tar.gz
Windows binaries: r-devel: combcoint_0.2.0.zip, r-release: combcoint_0.2.0.zip, r-oldrel: combcoint_0.2.0.zip
macOS binaries: r-release (arm64): combcoint_0.2.0.tgz, r-oldrel (arm64): combcoint_0.2.0.tgz, r-release (x86_64): combcoint_0.2.0.tgz, r-oldrel (x86_64): combcoint_0.2.0.tgz

Linking:

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