apt: 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.

Version: 2.5
Depends: R (≥ 3.0.0), erer, gWidgets
Imports: car, urca, copula
Suggests: RGtk2, gWidgetsRGtk2, cairoDevice
Published: 2016-02-25
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_2.5.tar.gz
Windows binaries: r-devel: apt_2.5.zip, r-release: apt_2.5.zip, r-oldrel: apt_2.5.zip
OS X binaries: r-release: apt_2.5.tgz, r-oldrel: apt_2.5.tgz
Old sources: apt archive


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