apt (2.3)

Asymmetric Price Transmission (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. 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 5 years ago.