apt: Asymmetric Price Transmission
Version 2.5

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.

Package details

AuthorChangyou Sun <[email protected]>
Date of publication2016-02-25 23:01:55
MaintainerChangyou Sun <[email protected]>
Package repositoryView on CRAN
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apt documentation built on May 30, 2017, 6:07 a.m.