Major correctness and feature release. Results from version 1.0.0 should be re-run, as the critical values and the break search have been corrected.
cv_coint_maki() takes the number of
regressors k (was the unused sample size
n).m = 1, ..., 5 (and beyond); version 1.0.0 stopped at three
breaks despite advertising five.engine = "paper" uses the Maki (2012, Steps 2 and 4) break
rule.simcv, using Maki’s Monte-Carlo design.plot() method (‘ggplot2’): a two-panel
dashboard of the series with its break-adjusted long-run fit and the
cointegrating residual.lagmethod = "tsig" (default),
"fixed", "zero", "aic",
"bic".coint_maki() gains lagmethod,
maxlags, engine, simcv,
simt and simseed; the default
trimm is now 0.10. The legacy
lagoption argument is replaced by
lagmethod.break_fractions,
cv_source, lags, engine and
k, and stores the data to support plot().