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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 06 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:27), 1.0.0 (2025-11-04 11:50)
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