CNR_TABLE_B1            Approximate limit quantiles for the CNR model
                        (Table B1 of Kurita & Shintani 2025).
build_design_matrices   Build Z0, Z1, Z2 design matrices for the
                        reduced-rank regression
clear_jf_cache          Clear the in-memory simulation cache.
fjohansen-package       fjohansen: Johansen Cointegration Test with
                        Fourier-Type Smooth Nonlinear Trends
fourier_basis           Build the Fourier deterministic basis
jf_dgps                 Data-generating processes from Section 5 of
                        Kurita & Shintani (2025)
jf_moments              Mean and variance of the limit distribution
jf_p_value              Gamma-approximation p-value of an observed
                        trace statistic
jf_quantile             Quantile of the limit distribution
jf_tables               Publication-quality table formatters for the
                        trace test
johansen_fourier        Johansen-Fourier cointegration test
model_specs             Model specifications used by 'johansen_fourier'
plot_eigenvalues        Bar plot of the Johansen eigenvalues
plot_limit_density      Plot the limit-distribution density (paper's
                        Figs. 1-2)
plot_long_run           Plot estimated cointegrating relations
plot_residual_diagnostics
                        Residual diagnostics (paper's Fig. 12)
plot_risk_premium       Implied risk-premium decomposition (paper's
                        Fig. 13)
plot_series             Plot a (T x p) data set as multi-panel time
                        series (Fig. 11 of the paper)
psy_wald_test           Perron-Shintani-Yabu (2021) FGLS Wald test
sample_jgb_data         Synthetic JGB-yield surrogate (Section 6
                        illustration)
select_frequencies      Frequency selection for a multivariate panel
select_frequencies_univariate
                        General-to-specific frequency selection for a
                        univariate series
set_paper_theme         Apply the paper-style ggplot2 theme (sunny
                        palette)
simulate_limit_distribution
                        Simulate the limiting Johansen-Fourier trace
                        distribution
simulate_limit_moments
                        Simulate moments of the limiting distribution
