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cotrend  

Consistent Co-Trending Rank Selection
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("cotrend", "1.0.2")



Attach the package and use:
library("cotrend")
Maintained by
A. Christian Silva
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-03-19
Latest Update: 2019-10-21
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 . Numbered examples correspond to Feb 2011 preprint .
How to cite:
A. Christian Silva (2018). cotrend: Consistent Co-Trending Rank Selection. R package version 1.0.2, https://cran.r-project.org/web/packages/cotrend
Previous versions and publish date:
1.0.1 (2018-03-19 17:24), 1.0 (2012-10-29 08:58)
Other packages that cited cotrend R package
View cotrend citation profile
Other R packages that cotrend depends, imports, suggests or enhances
Functions, R codes and Examples using the cotrend R package
Some associated functions: cotrend-internal . cotrend . example_eq3 . 
Some associated R codes: cotrend.R . cotrend_examples.R .  Full cotrend package functions and examples
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