Package: FCUSUM 1.0.0

FCUSUM: Fourier 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 methodology described in Zaghdoudi (2025) <doi:10.46557/001c.144076>. The corrected Akaike Information Criterion (AICc) is used for optimal frequency selection.

Authors:Taha Zaghdoudi [aut, cre]

FCUSUM_1.0.0.tar.gz
FCUSUM_1.0.0.zip(r-4.7)FCUSUM_1.0.0.zip(r-4.6)FCUSUM_1.0.0.zip(r-4.5)
FCUSUM_1.0.0.tgz(r-4.6-any)FCUSUM_1.0.0.tgz(r-4.5-any)
FCUSUM_1.0.0.tar.gz(r-4.7-any)FCUSUM_1.0.0.tar.gz(r-4.6-any)
FCUSUM_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
FCUSUM/json (API)

# Install 'FCUSUM' in R:

install.packages('FCUSUM', repos = c('https://zedtaha.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/zedtaha/fcusum/issues

On CRAN:

2.70 score 1 stars 141 downloads 1 exports 0 dependencies

Last updated from:ef24e86877. Checks:7 NOTE, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	NOTE	82
source / vignettes	OK	122
linux-release-x86_64	NOTE	90
macos-release-arm64	NOTE	130
macos-oldrel-arm64	NOTE	152
windows-devel	NOTE	64
windows-release	NOTE	48
windows-oldrel	NOTE	53
wasm-release	OK	78