# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "FCUSUM" in publications use:' type: software license: GPL-3.0-only title: 'FCUSUM: Fourier CUSUM Cointegration Test' version: 1.0.0 doi: 10.32614/CRAN.package.FCUSUM abstract: 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) . The corrected Akaike Information Criterion (AICc) is used for optimal frequency selection. authors: - family-names: Zaghdoudi given-names: Taha email: zedtaha@gmail.com repository: https://zedtaha.r-universe.dev commit: ef24e868778cc39cc816feaf7b48a6389379052e date-released: '2025-11-11' contact: - family-names: Zaghdoudi given-names: Taha email: zedtaha@gmail.com