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✨
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 187 downloads 1 exports 0 dependencies

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

Target	Result	Time
linux-devel-x86_64	NOTE	92
source / vignettes	OK	158
linux-release-x86_64	NOTE	92
macos-release-arm64	NOTE	138
macos-oldrel-arm64	NOTE	177
windows-devel	NOTE	94
windows-release	NOTE	71
windows-oldrel	NOTE	53
wasm-release	OK	81