Package: FCVAR
Title: Estimation and Inference for the Fractionally Cointegrated VAR
Version: 0.1.4
Authors@R: 
  c(person(given = "Lealand",
           family = "Morin",
           role = c("aut", "cre"),
           email = "lealand.morin@ucf.edu",
           comment = c(ORCID = "0000-0001-8539-1386")), 
    person(given = "Morten",
           # middle = "Orregaard", 
           family = "Nielsen",
           role = c("aut"),
           email = "mon@queensu.ca",
           comment = c(ORCID = "0000-0002-1337-9844")), 
    person(given = "Michal",
           # middle = "Ksawery", 
           family = "Popiel",
           role = c("aut"),
           email = "Michal.Popiel@analysisgroup.com"))
Description: Estimation and inference using the Fractionally Cointegrated 
    Vector Autoregressive (VAR) model. It includes functions for model specification, 
    including lag selection and cointegration rank selection, as well as a comprehensive
    set of options for hypothesis testing, including tests of hypotheses on the 
    cointegrating relations, the adjustment coefficients and the fractional 
    differencing parameters. 
    An article describing the FCVAR model with examples is available on the Webpage 
    <https://sites.google.com/view/mortennielsen/software>.
Depends: R (>= 3.5)
Imports: pracma, fracdist
URL: https://github.com/LeeMorinUCF/FCVAR
BugReports: https://github.com/LeeMorinUCF/FCVAR/issues
License: GPL-3
Encoding: UTF-8
LazyData: true
Language: en-US
RoxygenNote: 7.1.2
Suggests: knitr, rmarkdown, testthat
NeedsCompilation: no
Packaged: 2022-05-04 20:27:01 UTC; le279259
Author: Lealand Morin [aut, cre] (<https://orcid.org/0000-0001-8539-1386>),
  Morten Nielsen [aut] (<https://orcid.org/0000-0002-1337-9844>),
  Michal Popiel [aut]
Maintainer: Lealand Morin <lealand.morin@ucf.edu>
Repository: CRAN
Date/Publication: 2022-05-05 07:00:02 UTC
Built: R 4.6.0; ; 2026-04-27 09:21:36 UTC; unix
