FCUSUM
cranv1.0.0Fourier CUSUM Cointegration Test. Implements the Fourier cumulative sum (CUSUM) cointegration test for detecting cointegration relationships in time series data with structural breaks. The test uses Fourier approximations to capture smooth structural changes and CUSUM statistics to test for cointegration stability. Based on methodol
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https://CRAN.R-project.org/package=FCUSUM42
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curl https://depscope.dev/api/check/cran/FCUSUMFirst published · 2025-11-12 21:52:50
Last updated · 2025-11-12T20:10:11+00:00