Initial CRAN release.
johansen_fourier() – Johansen cointegration test with
Fourier-type smooth nonlinear deterministic trends restricted to
cointegrating relations, following Kurita and Shintani (2025).CNR, LNR,
CNU, LNU, plus the standard constant- and
linear-trend restricted Johansen models.psy_wald_test(), select_frequencies(),
select_frequencies_univariate() – FGLS Wald
frequency-selection pre-step of Perron, Shintani and Yabu (2017).simulate_limit_distribution(),
simulate_limit_moments() – vectorised Monte-Carlo
simulators for the limiting trace distribution, with a per-session
in-memory cache (clear_jf_cache()).jf_quantile(), jf_p_value(),
jf_moments(), CNR_TABLE_B1 – bundled
critical-value tables and a Gamma-approximation p-value.generate_nf_dgp1() …
generate_nf_dgp4(), generate_f_dgp1(),
generate_f_dgp2(), plus a sample_jgb_data()
utility.format_trace_table(),
format_trace_latex(),
format_trace_html().plot_series(),
plot_limit_density(), plot_eigenvalues(),
plot_long_run(), plot_risk_premium(),
plot_residual_diagnostics(),
set_paper_theme().johansen_fourier objects:
print, summary, plot,
coef, residuals.