Testing Large VARs for the Presence of Cointegration R package Largevars version 1.0.3 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. Software Depends: R (>= 3.5.0) Imports: methods, graphics, stats, utils Suggests: testthat (>= 3.0.0), tibble (>= 3.0.0), data.table (>= 1.14.0), readr (>= 2.1.0) Eszter Kiss <ekiss2803@gmail.com> Comprehensive R Archive Network (CRAN) Anna Bykhovskaya [aut], Vadim Gorin [aut], Eszter Kiss [cre, aut] MIT + file LICENSE (https://CRAN.R-project.org/package=Largevars/LICENSE) 2025-05-19 application/tgz https://CRAN.R-project.org/package=Largevars doi:10.32614/CRAN.package.Largevars