apt-package: Asymmetric Price Transmission
In apt: Asymmetric Price Transmission
apt-package R Documentation
Asymmetric Price Transmission
Description
The transmission between two time-series prices is assessed. The names of functions and datasets reveal the categories they belong to. A prefix of da is for datasets, ci for cointegration, and ecm for error correction model.
The focus is on the price transmission between two price variables. Therefore, objectives like fitting an error correction model for more than two variables are beyond the scope of this package.
Details
Package: apt
Type: Package
Version: 4.0
Date: 2024-09-30
Depends: R (>= 3.0.0), erer
Imports: car, urca
License: GPL
LazyLoad: yes
Author(s)
Changyou Sun (edwinsun258@gmail.com)
apt documentation built on Oct. 1, 2024, 5:08 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| apt-package | R Documentation |
Asymmetric Price Transmission
Description
The transmission between two time-series prices is assessed. The names of functions and datasets reveal the categories they belong to. A prefix of da is for datasets, ci for cointegration, and ecm for error correction model.
The focus is on the price transmission between two price variables. Therefore, objectives like fitting an error correction model for more than two variables are beyond the scope of this package.
Details
| Package: | apt |
| Type: | Package |
| Version: | 4.0 |
| Date: | 2024-09-30 |
| Depends: | R (>= 3.0.0), erer |
| Imports: | car, urca |
| License: | GPL |
| LazyLoad: | yes |
Author(s)
Changyou Sun (edwinsun258@gmail.com)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.