cotrend (1.0)

Consistant Cotrend Rank Selection.

http://cran.r-project.org/web/packages/cotrend

Implements cointegration/cotrending rank selection algorithm in Guo and Shintani(2011). Paper: "Consistant Cotrending rank selection when both stochastic and nonlinear deterministic trends are present", Preprint, Feb 2011.

Maintainer: A. Christian Silva
Author(s): A. Christian Silva

License: GPL

Uses: xts

Released about 8 years ago.