apt: Asymmetric Price Transmission
Version 2.5

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. 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.

Browse man pages Browse package API and functions Browse package files

AuthorChangyou Sun <cs258@msstate.edu>
Date of publication2016-02-25 23:01:55
MaintainerChangyou Sun <cs258@msstate.edu>
LicenseGPL
Version2.5
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("apt")

Man pages

apt-package: Asymmetric Price Transmission
ciTarFit: Fitting Threshold Cointegration
ciTarLag: Lag Selection for Threshold Cointegration Regression
ciTarThd: Threshold Selection for Threshold Cointegration Regression
daVich: Import prices and values of wooden beds from Vietnam and...
ecmAsyFit: Fitting Asymmetric Error Correction Model
ecmAsyTest: Hypothesis Tests on Asymmetric Error Correction Model
ecmDiag: Diagnostic Statitics for Symmetric or Asymmetric ECMs
ecmSymFit: Fitting symmetric Error Correction Model
guiApt: Graphical User Interface for the apt Package
guiCor: Graphical User Interface for Showing Variable Correlation
print.ecm: Printing Outputs from Error Correction Models
summary.ciTarFit: Summary of Results from Threshold Cointegration Regression
summary.ecm: Summary of Results from Error Correction Model

Functions

apt Man page
apt-package Man page
ciTarFit Man page Source code
ciTarLag Man page Source code
ciTarThd Man page Source code
daVich Man page
ecmAsyFit Man page Source code
ecmAsyTest Man page Source code
ecmDiag Man page Source code
ecmSymFit Man page Source code
guiApt Man page Source code
guiCor Man page Source code
plot.ciTarLag Man page Source code
plot.ciTarThd Man page Source code
print.ciTarFit Man page Source code
print.ciTarLag Man page Source code
print.ciTarThd Man page Source code
print.ecm Man page Source code
print.ecmAsyTest Man page Source code
summary.ciTarFit Man page Source code
summary.ecm Man page Source code

Files

inst
inst/doc
inst/doc/ERERchapter17smallSize.pdf
inst/doc/apt.pdf
inst/doc/apt.R
inst/doc/apt.Rnw
NAMESPACE
data
data/daVich.rda
R
R/ecmAsyFit.R
R/summary.ecm.R
R/ciTarFit.R
R/ciTarLag.R
R/ciTarThd.R
R/guiApt.r
R/print.ecm.R
R/ecmAsyTest.R
R/guiCor.r
R/ecmDiag.R
R/summary.ciTarFit.R
R/ecmSymFit.R
vignettes
vignettes/apten.bib
vignettes/apt.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/apt-package.Rd
man/ecmSymFit.Rd
man/guiCor.Rd
man/ecmAsyFit.Rd
man/ciTarLag.Rd
man/daVich.Rd
man/ciTarFit.Rd
man/summary.ciTarFit.Rd
man/ecmAsyTest.Rd
man/print.ecm.Rd
man/summary.ecm.Rd
man/guiApt.Rd
man/ecmDiag.Rd
man/ciTarThd.Rd
apt documentation built on May 20, 2017, 3:47 a.m.