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.
|Depends:||R (≥ 3.0.0), erer, gWidgets|
|Imports:||car, urca, copula|
|Suggests:||RGtk2, gWidgetsRGtk2, cairoDevice|
|Maintainer:||Changyou Sun <cs258 at msstate.edu>|
|License:||GPL-2 | GPL-3 [expanded from: GPL]|
|CRAN checks:||apt results|
|Windows binaries:||r-devel: apt_2.5.zip, r-release: apt_2.5.zip, r-oldrel: apt_2.5.zip|
|OS X Mavericks binaries:||r-release: apt_2.5.tgz, r-oldrel: apt_2.5.tgz|
|Old sources:||apt archive|
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