cotrend: Consistant Cotrend Rank Selection

Implements cointegration/cotrending rank selection algorithm in Guo and Shintani(2011). Paper: "Consistant Cotrending rank selection when both stochastic and nonlinear deterministic trends are present", Preprint, Feb 2011.

Version: 1.0
Depends: xts
Published: 2012-10-29
Author: A. Christian Silva
Maintainer: A. Christian Silva <a.christian.silva at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: cotrend results

Downloads:

Reference manual: cotrend.pdf
Package source: cotrend_1.0.tar.gz
OS X binary: cotrend_1.0.tgz
Windows binary: cotrend_1.0.zip