cotrend: Consistant Cotrend Rank Selection

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.

Author
A. Christian Silva
Date of publication
2012-10-29 08:58:28
Maintainer
A. Christian Silva <a.christian.silva@gmail.com>
License
GPL
Version
1.0

View on CRAN

Man pages

cotrend
Consistent Cotrending Rank Selection
cotrend-internal
Internal cotrend functions
example_eq3
Examples time series presented in Guo and Shintani (2011) to...

Files in this package

cotrend
cotrend/NAMESPACE
cotrend/man
cotrend/man/cotrend-internal.Rd
cotrend/man/cotrend.Rd
cotrend/man/example_eq3.Rd
cotrend/DESCRIPTION
cotrend/MD5
cotrend/R
cotrend/R/cotrend_examples.R
cotrend/R/cotrend.R