Package: FCUSUM
Type: Package
Title: Fourier CUSUM Cointegration Test
Version: 1.1.0
Authors@R: person("Taha", "Zaghdoudi", email = "zedtaha@gmail.com",
    role = c("aut", "cre"))
Description: Implements a Fourier CUSUM test for the null hypothesis of
    cointegration in the presence of smooth structural change. The
    cointegrating regression is estimated by dynamic OLS with a Fourier pair
    at a fractional or integer frequency, and the residual CUSUM statistic
    of Xiao and Phillips (2002) <doi:10.1016/S0304-4076(01)00103-8> is
    scaled by a Bartlett long-run variance estimate. A sup-F pre-test
    decides whether the Fourier terms are needed, and bootstrap critical
    values that replicate the frequency search give correct size when a
    break is present.
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.5.0)
Imports: stats, graphics, utils
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Config/roxygen2/version: 8.1.0
NeedsCompilation: no
Packaged: 2026-10-31 11:47:36 UTC; root
Author: Taha Zaghdoudi [aut, cre]
Maintainer: Taha Zaghdoudi <zedtaha@gmail.com>
Repository: CRAN
Date/Publication: 2026-11-01 23:40:19 UTC
