Consistent Monitoring of Stationarity and Cointegrating Relationships
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See the DESCRIPTION:
help(package = cointmonitoR)
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This procedure is able to monitor a cointegration model for level or trend cointegration and returns the corresponding break point, if available. It is based on parameter estimation on a pre-break "calibration" period at the beginning of the sample that is known or assumed to be free of structural change.
This procedure is a special case of
since it's able to monitor a one-dimensional vector for level or
Print clear results.
Plot the test statitics and the values/residuals of a
This package mainly depends on our