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 |
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