All Tools Bookmark

Share

http://online-toolz.com/tools/r-package-details.php?p=apt

Facebook Share Twitter Share

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.

apt.pdf