apt: 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.

Version: 2.2
Depends: R (≥ 3.0.0), erer, gWidgets
Imports: car, urca, copula
Suggests: RGtk2, gWidgetsRGtk2, cairoDevice
Published: 2014-08-11
Author: Changyou Sun
Maintainer: Changyou Sun <csun at cfr.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_2.2.tar.gz
Windows binaries: r-devel: apt_2.2.zip, r-release: apt_2.2.zip, r-oldrel: apt_2.2.zip
OS X Snow Leopard binaries: r-release: apt_2.2.tgz, r-oldrel: apt_2.2.tgz
OS X Mavericks binaries: r-release: apt_2.1.tgz
Old sources: apt archive