Package: FCUSUM
Type: Package
Title: Fourier CUSUM Cointegration Test
Version: 1.0.0
Authors@R: c(
    person("Taha", "Zaghdoudi", email = "zedtaha@gmail.com", 
           role = c("aut", "cre")))
Description: Implements the Fourier cumulative sum (CUSUM) cointegration test 
    for detecting cointegration relationships in time series data with 
    structural breaks. The test uses Fourier approximations to capture smooth 
    structural changes and CUSUM statistics to test for cointegration stability.
    Based on methodology described in Zaghdoudi (2025) 
    <doi:10.46557/001c.144076>. The corrected Akaike Information Criterion 
    (AICc) is used for optimal frequency selection.
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats
RoxygenNote: 7.3.1
NeedsCompilation: no
Packaged: 2025-11-09 16:11:47 UTC; admin
Author: Taha Zaghdoudi [aut, cre]
Maintainer: Taha Zaghdoudi <zedtaha@gmail.com>
Repository: CRAN
Date/Publication: 2025-11-12 21:10:11 UTC
Built: R 4.6.0; ; 2026-04-25 18:51:34 UTC; unix
