The makicoint package implements the Maki (2012) cointegration test that allows for an unknown number of structural breaks. This test is particularly useful for detecting long-run equilibrium ...

This project develops a pairs trading strategy using cointegration among NASDAQ-100 equities, specifically within the QQQ ETF universe. By identifying securities with mean-reverting price ...

The concept of cointegration is widely used in applied non-stationary time series analysis to describe the co-movement of data measured over time. In this paper, we proposed a Bayesian model for ...

The main objective of the study is to investigate the long run performance of the All Share Price Index (ASPI) of the Colombo Stock Exchange, based on the economic activities of Sri Lanka using ...

Abstract: This paper introduces Cointegration Theory to address the problem of adaptive target detection in hyperspectral imagery. Cointegration Theory aims at mining a long-term equilibrium ...