Package: fjohansen
Type: Package
Title: Johansen Cointegration Test with Fourier-Type Smooth Nonlinear
        Trends
Version: 0.1.0
Date: 2026-05-29
Authors@R: c(
    person(given = "Merwan",
           family = "Roudane",
           email  = "merwanroudane920@gmail.com",
           role   = c("aut", "cre"),
           comment = c(ORCID = "")))
Maintainer: Merwan Roudane <merwanroudane920@gmail.com>
Description: Implements the Johansen cointegration test with Fourier-type
    smooth nonlinear deterministic trends restricted to cointegrating
    relations, as developed by Kurita and Shintani (2025)
    <doi:10.1080/07474938.2025.2530640>. Six model variants are
    supported: CNR (constant plus nonlinear, restricted in the
    cointegrating space), LNR (linear plus nonlinear, restricted),
    CNU (constant restricted, nonlinear unrestricted), LNU (linear
    restricted, nonlinear unrestricted), plus the standard constant-
    and linear-trend restricted Johansen models. The package also
    bundles the feasible generalised least squares (FGLS) Wald test of
    Perron, Shintani and Yabu (2017) <doi:10.1111/obes.12169> used as
    a frequency-selection pre-step, together with bundled critical-value
    tables, a vectorised simulator for the limiting distribution,
    publication-quality table exports (LaTeX and HTML) and 'ggplot2'
    figures matching those of the paper.
URL: https://github.com/merwanroudane/fjohansen
BugReports: https://github.com/merwanroudane/fjohansen/issues
License: MIT + file LICENSE
Encoding: UTF-8
Depends: R (>= 4.0.0)
Imports: stats, utils, grDevices, graphics, ggplot2 (>= 3.4.0), scales
Suggests: testthat (>= 3.0.0), kableExtra, knitr, rmarkdown, patchwork
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2026-05-29 12:04:25 UTC; HP
Author: Merwan Roudane [aut, cre]
Repository: CRAN
Date/Publication: 2026-06-02 08:30:09 UTC
Built: R 4.6.0; ; 2026-06-02 09:36:54 UTC; unix
