Package: hatemicoint
Type: Package
Title: Hatemi-J Cointegration Test with Two Unknown Regime Shifts
Version: 1.0.1
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")))
Description: Implements the Hatemi-J (2008) cointegration test which allows 
    for two unknown structural breaks (regime shifts) in the cointegrating 
    relationship. The test provides three test statistics: ADF* (Augmented 
    Dickey-Fuller), Zt* (Phillips-Perron Z_t), and Za* (Phillips-Perron Z_alpha), 
    along with endogenously determined break dates. Critical values are based 
    on simulations from Hatemi-J (2008) <doi:10.1007/s00181-007-0175-9>.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/hatemicoint
BugReports: https://github.com/muhammedalkhalaf/hatemicoint/issues
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
RoxygenNote: 7.3.3
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-03-09 17:14:09 UTC; acad_
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-13 13:30:08 UTC
Built: R 4.6.0; ; 2026-04-25 19:27:53 UTC; unix
