{ "_id": "6a1d4db11d7bb097a0a44187", "Package": "cointmonitoR", "Type": "Package", "Title": "Consistent Monitoring of Stationarity and Cointegrating\nRelationships", "Date": "2016-06-14", "Version": "0.1.0.9000", "Authors@R": "c(\nperson(\"Philipp\", \"Aschersleben\", role = c(\"aut\", \"cre\"),\nemail = \"aschersleben@statistik.tu-dortmund.de\"),\nperson(\"Martin\", \"Wagner\", email = \"wagner@statistik.tu-dortmund.de\",\nrole = \"aut\", comment = \"Author of underlying paper.\"),\nperson(\"Dominik\", \"Wied\", email = \"wied@statistik.tu-dortmund.de\",\nrole = \"aut\", comment = \"Author of underlying paper.\"))", "Description": "We propose a consistent monitoring procedure to detect a\nstructural change from a cointegrating relationship to a\nspurious relationship. The procedure is based on residuals from\nmodified least squares estimation, using either Fully Modified,\nDynamic or Integrated Modified OLS. It is inspired by Chu et\nal. (1996) in that it is based on\nparameter estimation on a pre-break \"calibration\" period only,\nrather than being based on sequential estimation over the full\nsample. See the discussion paper for\nfurther information. This package provides the monitoring\nprocedures for both the cointegration and the stationarity case\n(while the latter is just a special case of the former one) as\nwell as printing and plotting methods for a clear presentation\nof the results.", "URL": "https://github.com/aschersleben/cointmonitoR", "BugReports": "https://github.com/aschersleben/cointmonitoR/issues", "License": "GPL-3", "RoxygenNote": "5.0.1", "VignetteBuilder": "knitr", "Repository": "https://aschersleben.r-universe.dev", "Date/Publication": "2016-06-15 07:46:34 UTC", "RemoteUrl": "https://github.com/aschersleben/cointmonitor", "RemoteRef": "HEAD", "RemoteSha": "49e79e21ecd800bfceb36b20ddb9676c682d773e", "NeedsCompilation": "no", "Packaged": { "Date": "2026-06-01 09:11:52 UTC", "User": "root" }, "Author": "Philipp Aschersleben [aut, cre],\nMartin Wagner [aut] (Author of underlying paper.),\nDominik Wied [aut] (Author of underlying paper.)", "Maintainer": "Philipp Aschersleben ", "MD5sum": 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