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apt (version 2.3)

Asymmetric Price Transmission (apt)

Description

This package focuses on asymmetric price transmission (APT) between two time series. It contains functions 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.

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Version

Install

install.packages('apt')

Monthly Downloads

479

Version

2.3

License

GPL

Maintainer

Changyou Sun

Last Published

November 27th, 2014

Functions in apt (2.3)

print.ecm

Printing Outputs from Error Correction Models
guiCor

Graphical User Interface for Showing Variable Correlation
ecmSymFit

Fitting symmetric Error Correction Model
apt-package

Asymmetric Price Transmission
ciTarFit

Fitting Threshold Cointegration
summary.ciTarFit

Summary of Results from Threshold Cointegration Regression
ciTarLag

Lag Selection for Threshold Cointegration Regression
ecmAsyTest

Hypothesis Tests on Asymmetric Error Correction Model
ecmDiag

Diagnostic Statitics for Symmetric or Asymmetric ECMs
summary.ecm

Summary of Results from Error Correction Model
daVich

Import prices and values of wooden beds from Vietnam and China
ecmAsyFit

Fitting Asymmetric Error Correction Model
ciTarThd

Threshold Selection for Threshold Cointegration Regression
guiApt

Graphical User Interface for the apt Package