apt-package: Asymmetric Price Transmission
Description
This package focuses on asymmetric price transmission between two time series. The name of functions and datasets reveals the categories they belong to. A prefix of da is for datasets, ci for cointegration, and ecm for error correction model.
This package focuses on the price transmission between two price variables. Therefore, objectives like fitting an error correction model for more than two variables are beyond the scope of this package.
As a teaching demo, a graphical user interface is also developed for the main functions in this package. Several packages are needed to run the two included GUIs: guiCor and guiApt. See the note at guiCor for installation detail.Details
ll{
Package: apt
Type: Package
Version: 2.3
Date: 2010-11-03 (first built); 2014-11-28 (last)
Depends: R (>= 3.0.0), erer, gWidgets
Imports: car, urca, copula
Suggests: RGtk2, gWidgetsRGtk2, cairoDevice
License: GPL
LazyLoad: yes
}