apt (1.3)

Asymmetric Price Transmission (apt).

http://cran.r-project.org/web/packages/apt

This package focuses on asymmetric price transmission (APT) between two time series. It contains functions for linear and nonlinear threshold cointegration, and furthermore, symmetric and asymmetric error correction model.

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

License: GPL

Uses: car, erer, urca

Released over 6 years ago.