Fourier CUSUM Cointegration Test

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) 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.