Time series deviation - cointegration

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gli
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Time series deviation - cointegration

gli
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hi i have a timeseries of three variables and they usually are closely relate to each others

but at certain time, one of them start deviates from the other two

to illustrate what i am saying, pls click below to see the graph

http://www.twd-wind.com/upload-ts.jpg

my question is how i can use R to detect the time when this deviation starts ???

i searched and I found the package urca might be useful.

please give me some directions. what packages and functions i should try?? thanks !

graham