Fourier CUSUM Cointegration Test R package FCUSUM version 1.1.0 Implements a Fourier CUSUM test for the null hypothesis of cointegration in the presence of smooth structural change. The cointegrating regression is estimated by dynamic OLS with a Fourier pair at a fractional or integer frequency, and the residual CUSUM statistic of Xiao and Phillips (2002) <doi:10.1016/S0304-4076(01)00103-8> is scaled by a Bartlett long-run variance estimate. A sup-F pre-test decides whether the Fourier terms are needed, and bootstrap critical values that replicate the frequency search give correct size when a break is present. Software Depends: R (>= 3.5.0) Imports: stats, graphics, utils Suggests: testthat (>= 3.0.0) Taha Zaghdoudi <zedtaha@gmail.com> Comprehensive R Archive Network (CRAN) Taha Zaghdoudi [aut, cre] GPL-3 2026-11-01 application/tgz https://CRAN.R-project.org/package=FCUSUM doi:10.32614/CRAN.package.FCUSUM