Rdocumentation
powered by
Learn R Programming
apt (version 4.0)
Asymmetric Price Transmission
Description
The transmission between two time-series prices is assessed. It contains several functions for linear and nonlinear threshold co-integration, and furthermore, symmetric and asymmetric error correction models.
Copy Link
Link to current version
Version
Version
4.0
3.0
2.5
2.4
2.3
2.2
2.1
2.0
1.3
1.2
1.1
1.0
Install
install.packages('apt')
Monthly Downloads
507
Version
4.0
License
GPL (>= 2)
Maintainer
Changyou Sun
Last Published
October 1st, 2024
Functions in apt (4.0)
Search all functions
ecmAsyFit
Fitting Asymmetric Error Correction Model
ecmDiag
Diagnostic Statitics for Symmetric or Asymmetric ECMs
summary.ciTarFit
Summary of Results from Threshold Cointegration Regression
summary.ecm
Summary of Results from Error Correction Model
ecmAsyTest
Hypothesis Tests on Asymmetric Error Correction Model
apt-package
Asymmetric Price Transmission
ecmSymFit
Fitting symmetric Error Correction Model
ciTarFit
Fitting Threshold Cointegration
print.ecm
Printing Outputs from Error Correction Models
daVich
Import prices and values of wooden beds from Vietnam and China
ciTarLag
Lag Selection for Threshold Cointegration Regression
ciTarThd
Threshold Selection for Threshold Cointegration Regression