summary.fcum

Implements the Fourier cumulative sum (CUSUM) cointegration test
for detecting cointegration relationships in time series data with
structural breaks. The test uses Fourier approximations to capture smooth
structural changes and CUSUM statistics to test for cointegration stability.
Based on methodology described in Zaghdoudi (2025)
<doi:10.46557/001c.144076>. The corrected Akaike Information Criterion
(AICc) is used for optimal frequency selection.

Zaghdoudi Taha

FCUSUM

Fourier CUSUM Cointegration Test

Taha Zaghdoudi

summary.fcum function

<dl><dt>object</dt>
<dd>An object of class <code>fcum</code></dd>
<dt>...</dt>
<dd>Additional arguments (not used)</dd></dl>

Arguments

Summary Method for fcum Objects — summary.fcum

<dl>

<dt>object</dt>
<dd>An object of class <code>fcum</code></dd>


<dt>...</dt>
<dd>Additional arguments (not used)</dd>

</dl>

summary.fcum: Summary Method for fcum Objects

Description

Usage

Value

Arguments