Other packages > Find by keyword >

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: 2012-10-29
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 (2012). cotrend: Consistent Co-Trending Rank Selection. R package version 1.0.2, https://cran.r-project.org/web/packages/cotrend. Accessed 06 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:28), 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
Complete documentation for cotrend
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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

gRim  
Graphical Interaction Models
Provides the following types of models: Models for contingency tables (i.e. log-linear models) Grap ...
Download / Learn more Package Citations See dependency  
gecko  
Geographical Ecology and Conservation Knowledge Online
Includes a collection of geographical analysis functions aimed primarily at ecology and conservation ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

28,905

R Packages

247,686

Dependencies

76,495

Author Associations

28,906

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA