Other packages > Find by keyword >

makicoint  

Maki Cointegration Test with Multiple Structural Breaks
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("makicoint", "2.0.0")



Attach the package and use:
library("makicoint")
Maintained by
Merwan Roudane
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-11-04
Latest Update: 2025-11-04
Description:
Implements the Maki (2012) <doi:10.1016/j.econmod.2012.05.006> cointegration test that allows for an unknown number of structural breaks. The test detects cointegration relationships in the presence of up to five structural breaks in the intercept and/or slope coefficients. Four different model specifications are supported: level shifts, level shifts with trend, regime shifts, and trend with regime shifts. The method is described in Maki (2012) "Tests for cointegration allowing for an unknown number of breaks" <doi:10.1016/j.econmod.2012.05.006>.
How to cite:
Merwan Roudane (2025). makicoint: Maki Cointegration Test with Multiple Structural Breaks. R package version 2.0.0, https://cran.r-project.org/web/packages/makicoint. Accessed 27 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:27), 1.0.0 (2025-11-04 11:50)
Other packages that cited makicoint R package
View makicoint citation profile
Other R packages that makicoint depends, imports, suggests or enhances
Complete documentation for makicoint
Functions, R codes and Examples using the makicoint R package
Full makicoint package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
spanish  
Translate Quantities from Strings to Integer and Back. Misc Functions on Spanish Data
Character vector to numerical translation in Euros from Spanish spelled monetary quantities. Reverse ...
Download / Learn more Package Citations See dependency  
SGB  
Simplicial Generalized Beta Regression
Main properties and regression procedures using a generalization of the Dirichlet distribution calle ...
Download / Learn more Package Citations See dependency  
usemodels  
Boilerplate Code for 'Tidymodels' Analyses
Code snippets to fit models using the tidymodels framework can be easily created for a given data se ...
Download / Learn more Package Citations See dependency  
exams2learnr  
Interface for 'exams' Exercises in 'learnr' Tutorials
Automatic generation of quizzes or individual questions for 'learnr' tutorials based on 'R/exams' ex ...
Download / Learn more Package Citations See dependency  

29,218

R Packages

247,686

Dependencies

77,281

Author Associations

29,219

Publication Badges

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