apt : Asymmetric Price Transmission

Package: apt
Title: Asymmetric Price Transmission
Version: 2.5
Date: 2016-2-25
Author: Changyou Sun <cs258@msstate.edu>
Maintainer: Changyou Sun <cs258@msstate.edu>
Depends: R (>= 3.0.0), erer, gWidgets
Imports: car, urca, copula
Suggests: RGtk2, gWidgetsRGtk2, cairoDevice
Description: 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.
License: GPL
LazyLoad: yes
NeedsCompilation: no
Packaged: 2016-02-25 21:44:03 UTC; csun
Repository: CRAN
Date/Publication: 2016-02-25 23:01:55