apt: Asymmetric Price Transmission

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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.

Author
Changyou Sun <cs258@msstate.edu>
Date of publication
2016-02-25 23:01:55
Maintainer
Changyou Sun <cs258@msstate.edu>
License
GPL
Version
2.5

View on CRAN

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

Files in this package

apt
apt/inst
apt/inst/doc
apt/inst/doc/ERERchapter17smallSize.pdf
apt/inst/doc/apt.pdf
apt/inst/doc/apt.R
apt/inst/doc/apt.Rnw
apt/NAMESPACE
apt/data
apt/data/daVich.rda
apt/R
apt/R/ecmAsyFit.R
apt/R/summary.ecm.R
apt/R/ciTarFit.R
apt/R/ciTarLag.R
apt/R/ciTarThd.R
apt/R/guiApt.r
apt/R/print.ecm.R
apt/R/ecmAsyTest.R
apt/R/guiCor.r
apt/R/ecmDiag.R
apt/R/summary.ciTarFit.R
apt/R/ecmSymFit.R
apt/vignettes
apt/vignettes/apten.bib
apt/vignettes/apt.Rnw
apt/MD5
apt/build
apt/build/vignette.rds
apt/DESCRIPTION
apt/man
apt/man/apt-package.Rd
apt/man/ecmSymFit.Rd
apt/man/guiCor.Rd
apt/man/ecmAsyFit.Rd
apt/man/ciTarLag.Rd
apt/man/daVich.Rd
apt/man/ciTarFit.Rd
apt/man/summary.ciTarFit.Rd
apt/man/ecmAsyTest.Rd
apt/man/print.ecm.Rd
apt/man/summary.ecm.Rd
apt/man/guiApt.Rd
apt/man/ecmDiag.Rd
apt/man/ciTarThd.Rd