Package: makicoint
Type: Package
Title: Maki Cointegration Test with Multiple Structural Breaks
Version: 2.0.0
Date: 2026-06-30
Authors@R: person("Merwan", "Roudane",
                  email = "merwanroudane920@gmail.com",
                  role = c("aut", "cre", "cph"),
                  comment = "Independent Researcher")
Description: Implements the Maki (2012) <doi:10.1016/j.econmod.2012.04.022>
    residual-based test for cointegration allowing for an unknown number of
    structural breaks. Breaks are located by a sequential procedure and the
    cointegrating residual is tested for a unit root with an augmented
    Dickey-Fuller (ADF) regression; the test statistic is the minimum ADF
    t-statistic over all candidate breaks. Four model specifications are
    supported (level shift, level shift with trend, regime shift, and regime
    shift with trend) and one to four regressors. The default engine reproduces
    the original 'GAUSS' / 'tspdlib' implementation, with an optional break rule
    following Maki (2012, Steps 2 and 4). The test runs for any feasible number
    of breaks; beyond the five tabulated by Maki, critical values can be
    simulated by his Monte-Carlo design. A two-panel diagnostic plot is provided
    via 'ggplot2'.
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats
Suggests: ggplot2, testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: knitr
RoxygenNote: 7.3.3
URL: https://github.com/merwanroudane/makicoint
BugReports: https://github.com/merwanroudane/makicoint/issues
NeedsCompilation: no
Packaged: 2026-06-30 01:57:22 UTC; HP
Author: Merwan Roudane [aut, cre, cph] (Independent Researcher)
Maintainer: Merwan Roudane <merwanroudane920@gmail.com>
Repository: CRAN
Date/Publication: 2026-06-30 07:10:02 UTC
