Package: cotrend
Type: Package
Title: Consistent Co-Trending Rank Selection
Version: 1.0.2
Date: 2019-10-16
Author: A. Christian Silva
Maintainer: A. Christian Silva <a.christian.silva@gmail.com>
Description: Implements cointegration/co-trending rank selection
        algorithm in Guo and Shintani (2013) "Consistent
        co-trending rank selection when both stochastic and nonlinear
        deterministic trends are present". 
        The Econometrics Journal 16: 473-483 
        <doi:10.1111/j.1368-423X.2012.00392.x>.
        Numbered examples correspond to Feb 2011 preprint 
        <http://www.fas.nus.edu.sg/ecs/events/seminar/seminar-papers/05Apr11.pdf>.
Depends: xts
License: GPL-3
LazyLoad: yes
Packaged: 2019-10-20 23:55:39 UTC; Familia
Repository: CRAN
Date/Publication: 2019-10-21 04:40:02 UTC
RoxygenNote: 6.1.1
NeedsCompilation: no
Built: R 4.6.0; ; 2026-04-27 08:28:07 UTC; unix
