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cointests  

Comprehensive Cointegration Tests with Fourier and Panel Methods
View on CRAN: Click here


Download and install cointests package within the R console
Install from CRAN:
install.packages("cointests")

Install from Github:
library("remotes")
install_github("cran/cointests")

Install by package version:
library("remotes")
install_version("cointests", "1.0.0")



Attach the package and use:
library("cointests")
Maintained by
Muhammad Abdullah Alkhalaf
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-27
Latest Update: 2026-03-27
Description:
A unified toolkit for cointegration testing including Fourier-based cointegration tests (FADL, FEG, FEG2, Tsong) that accommodate smooth structural breaks via flexible Fourier terms, and panel CADF cointegration tests with structural breaks using the Common Correlated Effects (CCE) estimator following Banerjee, Arcabic and Lee (2017) <doi:10.1016/j.econmod.2017.03.004>, Tsong, Lee, Tsai and Hu (2016) <doi:10.1007/s00181-015-1028-6>, and Banerjee and Carrion-i-Silvestre (2025) <doi:10.1080/07350015.2024.2327844>.
How to cite:
Muhammad Abdullah Alkhalaf (2026). cointests: Comprehensive Cointegration Tests with Fourier and Panel Methods. R package version 1.0.0, https://cran.r-project.org/web/packages/cointests. Accessed 07 Jun. 2026.
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