Package: FCUSUM
Type: Package
Title: Fourier CUSUM Cointegration Test
Version: 1.0.0
Authors@R: c(
    person("Taha", "Zaghdoudi", email = "zedtaha@gmail.com", 
           role = c("aut", "cre")))
Description: 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.
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats
RoxygenNote: 7.3.1
Repository: https://zedtaha.r-universe.dev
Date/Publication: 2025-11-11 08:33:21 UTC
RemoteUrl: https://github.com/zedtaha/fcusum
RemoteRef: HEAD
RemoteSha: ef24e868778cc39cc816feaf7b48a6389379052e
NeedsCompilation: no
Packaged: 2026-06-11 08:52:15 UTC; root
Author: Taha Zaghdoudi [aut, cre]
Maintainer: Taha Zaghdoudi <zedtaha@gmail.com>