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.

Package details

AuthorChangyou Sun <[email protected]>
MaintainerChangyou Sun <[email protected]>
Package repositoryView on CRAN
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apt documentation built on May 30, 2017, 6:07 a.m.