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.
Version: | 2.4 |
Depends: | R (≥ 3.0.0), erer, gWidgets |
Imports: | car, urca, copula |
Suggests: | RGtk2, gWidgetsRGtk2, cairoDevice |
Published: | 2015-08-31 |
Author: | Changyou Sun |
Maintainer: | Changyou Sun <cs258 at msstate.edu> |
License: | GPL-2 | GPL-3 [expanded from: GPL] |
NeedsCompilation: | no |
In views: | Econometrics |
CRAN checks: | apt results |
Reference manual: | apt.pdf |
Vignettes: |
apt manual |
Package source: | apt_2.4.tar.gz |
Windows binaries: | r-devel: apt_2.4.zip, r-release: apt_2.4.zip, r-oldrel: apt_2.4.zip |
OS X Snow Leopard binaries: | r-release: apt_2.4.tgz, r-oldrel: apt_2.3.tgz |
OS X Mavericks binaries: | r-release: apt_2.4.tgz |
Old sources: | apt archive |