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.

Version: 2.1
Depends: R (≥ 3.0.0), erer, urca
Imports: car
Published: 2014-06-03
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_2.1.tar.gz
Windows binaries: r-devel: apt_2.1.zip, r-release: apt_2.1.zip, r-oldrel: apt_2.1.zip
OS X Snow Leopard binaries: r-release: apt_2.1.tgz, r-oldrel: apt_2.1.tgz
OS X Mavericks binaries: r-release: apt_2.1.tgz
Old sources: apt archive