The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

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.

Version: 3.0
Depends: R (≥ 3.0.0), erer
Imports: car, urca
Published: 2020-05-01
Author: Changyou Sun
Maintainer: Changyou Sun <cs258 at msstate.edu>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
In views: Econometrics
CRAN checks: apt results

Documentation:

Reference manual: apt.pdf

Downloads:

Package source: apt_3.0.tar.gz
Windows binaries: r-devel: apt_3.0.zip, r-release: apt_3.0.zip, r-oldrel: apt_3.0.zip
macOS binaries: r-release (arm64): apt_3.0.tgz, r-oldrel (arm64): apt_3.0.tgz, r-release (x86_64): apt_3.0.tgz, r-oldrel (x86_64): apt_3.0.tgz
Old sources: apt archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=apt to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.