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 |