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apt: Asymmetric Price Transmission

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.

Version: 4.0
Depends: R (≥ 3.0.0), erer
Imports: car, urca
Published: 2024-10-01
DOI: 10.32614/CRAN.package.apt
Author: Changyou Sun [aut, cre]
Maintainer: Changyou Sun <edwinsun258 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Econometrics
CRAN checks: apt results

Documentation:

Reference manual: apt.pdf

Downloads:

Package source: apt_4.0.tar.gz
Windows binaries: r-devel: apt_4.0.zip, r-release: apt_4.0.zip, r-oldrel: apt_4.0.zip
macOS binaries: r-release (arm64): apt_4.0.tgz, r-oldrel (arm64): apt_4.0.tgz, r-release (x86_64): apt_4.0.tgz, r-oldrel (x86_64): apt_4.0.tgz
Old sources: apt archive

Linking:

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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.