Implements cointegration/cotrending rank selection algorithm in Guo and Shintani(2011). Paper: "Consistant Cotrending rank selection when both stochastic and nonlinear deterministic trends are present", Preprint, Feb 2011.
| Version: | 1.0 |
| Depends: | xts |
| Published: | 2012-10-29 |
| Author: | A. Christian Silva |
| Maintainer: | A. Christian Silva <a.christian.silva at gmail.com> |
| License: | GPL |
| NeedsCompilation: | no |
| CRAN checks: | cotrend results |
| Package source: | cotrend_1.0.tar.gz |
| MacOS X binary: | cotrend_1.0.tgz |
| Windows binary: | cotrend_1.0.zip |
| Reference manual: | cotrend.pdf |