apt (2.5)

0 users

Asymmetric Price Transmission.


Asymmetric price transmission between two time series is assessed. Several functions are available for linear and nonlinear threshold cointegration, and furthermore, symmetric and asymmetric error correction model. A graphical user interface is also included for major functions included in the package, so users can also use these functions in a more intuitive way.

Maintainer: Changyou Sun
Author(s): Changyou Sun <cs258@msstate.edu>

License: GPL

Uses: car, copula, erer, gWidgets, urca, RGtk2, cairoDevice, gWidgetsRGtk2

Released about 4 years ago.

9 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of apt yet. Want to be the first? Write one now.

Related packages: BMA, CDNmoney, Ecdat, Hmisc, MNP, Matrix, SparseM, VGAM, aod, bayesm, betareg, boot, bootstrap, car, dynlm, effects, fxregime, gam, gamlss, geepack(20 best matches, based on common tags.)

Search for apt on google, google scholar, r-help, r-devel.

Visit apt on R Graphical Manual.