combcoint 0.3.0
Internal changes
- Removed the dependency on
tsDyn; the Johansen ML VECM
estimation is now implemented internally instead of calling
tsDyn::VECM().
combcoint 0.2.0
Internal changes
- Updated the internal model used for predicting crit values.
combcoint 0.1.0
First release to CRAN
- Implements the Bayer-Hanck cointegration test.
- Includes Engle-Granger and Johansen-style alternatives for
comparison.
- Compatible with
formula interface and supports custom
lag settings.
- Includes example datasets and reproducible examples in
documentation.