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cotrend
View on CRAN: Click
here
Download and install cotrend package within the R console
Install from CRAN:
install.packages("cotrend")
Install from Github:
library("remotes")
install_github("cran/cotrend")
Install by package version:
library("remotes")
install_version("cotrend", "1.0.2")
Attach the package and use:
library("cotrend")
Maintained by
A. Christian Silva
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-10-29
Latest Update: 2019-10-21
Description:
Implements cointegration/co-trending rank selection
algorithm in Guo and Shintani (2013) "Consistent
co-trending rank selection when both stochastic and nonlinear
deterministic trends are present".
The Econometrics Journal 16: 473-483
.
Numbered examples correspond to Feb 2011 preprint
.
How to cite:
A. Christian Silva (2012). cotrend: Consistent Co-Trending Rank Selection. R package version 1.0.2, https://cran.r-project.org/web/packages/cotrend. Accessed 27 Apr. 2025.
Other packages that cited cotrend R package
View cotrend citation profile
Other R packages that cotrend depends,
imports, suggests or enhances
Complete documentation for cotrend
Functions, R codes and Examples using
the cotrend R package
Some associated functions: cotrend-internal . cotrend . example_eq3 .
Some associated R codes: cotrend.R . cotrend_examples.R . Full cotrend package functions and examples
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