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.Details
ll{
Package: apt
Type: Package
Version: 2.0
Date: 2010-11-03 (first built); 2014-1-9 (last)
Depends: R (>= 3.0.0), car, erer, urca
License: GPL
LazyLoad: yes
}