https://eszterkiss1.r-universe.devRecent package updates in eszterkiss1R-universehttps://github.com/eszterkiss1.pnghttps://eszterkiss1.r-universe.devSun, 18 May 2025 23:59:49 GMTekiss2803@gmail.com (Eszter Kiss)Conducts a cointegration test for high-dimensional vector autoregressions (VARs) of order k based on the large N,T asymptotics of Bykhovskaya and Gorin, 2022 (<doi:10.48550/arXiv.2202.07150>). The implemented test is a modification of the Johansen likelihood ratio test. In the absence of cointegration the test converges to the partial sum of the Airy-1 point process. This package contains simulated quantiles of the first ten partial sums of the Airy-1 point process that are precise up to the first three digits.https://github.com/r-universe/eszter-kiss/actions/runs/38407942838Sun, 18 May 2025 23:59:49 GMTLargevars1.0.2successhttps://eszter-kiss.r-universe.devhttps://github.com/eszter-kiss/largevars