Fourier CUSUM Cointegration Test


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Documentation for package ‘FCUSUM’ version 1.1.0

Help Pages

coef.fcum Summary Method for fcum Objects
fcum Fourier CUSUM Test for the Null of Cointegration
fcum_cv_sim Simulate Null Distributions for the Fourier CUSUM Test
plot.fcum Plot Method for fcum Objects
print.fcum Print Method for fcum Objects
residuals.fcum Summary Method for fcum Objects
summary.fcum Summary Method for fcum Objects