apt (2.5)

Asymmetric Price Transmission.

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

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 over 3 years ago.