Use Appveyor.

.Rbuildignore

@@ -4,3 +4,4 @@
 \.gitignore
 ^\.travis\.yml$
 ^cran-comments\.md$
+^appveyor\.yml$

README.md

@@ -3,6 +3,7 @@
 Parameter Estimation and Inference in a Cointegrating Regression
 
 [![Travis-CI Build Status](https://travis-ci.org/aschersleben/cointReg.svg?branch=master)](https://travis-ci.org/aschersleben/cointReg)
+[![AppVeyor Build Status](https://ci.appveyor.com/api/projects/status/github/aschersleben/cointReg?branch=master&svg=true)](https://ci.appveyor.com/project/aschersleben/cointReg)
 [![CRAN Status Badge](http://www.r-pkg.org/badges/version/cointReg)](https://cran.r-project.org/package=cointReg)
 
 * Installation:

appveyor.yml

@@ -0,0 +1,42 @@
+# DO NOT CHANGE the "init" and "install" sections below
+
+# Download script file from GitHub
+init:
+  ps: |
+        $ErrorActionPreference = "Stop"
+        Invoke-WebRequest http://raw.github.com/krlmlr/r-appveyor/master/scripts/appveyor-tool.ps1 -OutFile "..\appveyor-tool.ps1"
+        Import-Module '..\appveyor-tool.ps1'
+
+install:
+  ps: Bootstrap
+
+# Adapt as necessary starting from here
+
+build_script:
+  - travis-tool.sh install_deps
+
+test_script:
+  - travis-tool.sh run_tests
+
+on_failure:
+  - 7z a failure.zip *.Rcheck\*
+  - appveyor PushArtifact failure.zip
+
+artifacts:
+  - path: '*.Rcheck\**\*.log'
+    name: Logs
+
+  - path: '*.Rcheck\**\*.out'
+    name: Logs
+
+  - path: '*.Rcheck\**\*.fail'
+    name: Logs
+
+  - path: '*.Rcheck\**\*.Rout'
+    name: Logs
+
+  - path: '\*_*.tar.gz'
+    name: Bits
+
+  - path: '\*_*.zip'
+    name: Bits