Consistent Monitoring of Stationarity and Cointegrating Relationships R package cointmonitoR version 0.1.0 We propose a consistent monitoring procedure to detect a structural change from a cointegrating relationship to a spurious relationship. The procedure is based on residuals from modified least squares estimation, using either Fully Modified, Dynamic or Integrated Modified OLS. It is inspired by Chu et al. (1996) <DOI:10.2307/2171955> in that it is based on parameter estimation on a pre-break "calibration" period only, rather than being based on sequential estimation over the full sample. See the discussion paper <DOI:10.2139/ssrn.2624657> for further information. This package provides the monitoring procedures for both the cointegration and the stationarity case (while the latter is just a special case of the former one) as well as printing and plotting methods for a clear presentation of the results. Software Depends: cointReg (>= 0.2.0) Imports: stats, graphics, matrixStats (>= 0.14.1) Suggests: knitr, rmarkdown Philipp Aschersleben <aschersleben@statistik.tu-dortmund.de> Comprehensive R Archive Network (CRAN) Philipp Aschersleben [aut, cre], Martin Wagner [aut] (Author of underlying paper.), Dominik Wied [aut] (Author of underlying paper.) GPL-3 2016-06-14 application/tgz https://CRAN.R-project.org/package=cointmonitoR doi:10.32614/CRAN.package.cointmonitoR