FCVAR
Estimation and Inference for the Fractionally Cointegrated VAR
Description
Estimation and inference using the Fractionally Cointegrated Vector Autoregressive (VAR) model. It includes functions for model specification, including lag selection and cointegration rank selection, as well as a comprehensive set of options for hypothesis testing, including tests of hypotheses on the cointegrating relations, the adjustment coefficients and the fractional differencing parameters. An article describing the FCVAR model with examples is available on the Webpage <https://sites.google.com/view/mortennielsen/software>.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
CRAN incoming feasibility
Maintainer: ‘Lealand Morin <lealand.morin@ucf.edu>’ Package CITATION file contains call(s) to old-style citEntry(). Please use bibentry() instead.
CRAN incoming feasibility
Maintainer: ‘Lealand Morin <lealand.morin@ucf.edu>’ Package CITATION file contains call(s) to old-style citEntry(). Please use bibentry() instead.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Lealand Morin <lealand.morin@ucf.edu>’ Package CITATION file contains call(s) to old-style citEntry(). Please use bibentry() instead.
CRAN incoming feasibility
Maintainer: ‘Lealand Morin <lealand.morin@ucf.edu>’ Package CITATION file contains call(s) to old-style citEntry(). Please use bibentry() instead.