Package: apt 4.0
Changyou Sun
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.
Authors:
apt_4.0.tar.gz
apt_4.0.tar.gz(r-4.7-any)apt_4.0.tar.gz(r-4.6-any)
apt_4.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
apt/json (API)
| # Install 'apt' in R: |
| install.packages('apt', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- daVich - Import prices and values of wooden beds from Vietnam and China
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:a4af79d760. Checks:4 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 141 | ||
| source / vignettes | OK | 171 | ||
| linux-release-x86_64 | OK | 156 | ||
| wasm-release | OK | 115 |
Exports:ciTarFitciTarLagciTarThdecmAsyFitecmAsyTestecmDiagecmSymFitplot.ciTarLagplot.ciTarThdprint.ciTarFitprint.ciTarLagprint.ciTarThdprint.ecmprint.ecmAsyTestsummary.ciTarFitsummary.ecm
Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11curlDerivdoBydplyrererfarverforecastFormulafracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquadprogquantmodquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasrlangS7sandwichscalesSparseMstringistringrsurvivalsystemfittibbletidyrtidyselecttimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Asymmetric Price Transmission | apt-package apt |
| Fitting Threshold Cointegration | ciTarFit print.ciTarFit |
| Lag Selection for Threshold Cointegration Regression | ciTarLag plot.ciTarLag print.ciTarLag |
| Threshold Selection for Threshold Cointegration Regression | ciTarThd plot.ciTarThd print.ciTarThd |
| Import prices and values of wooden beds from Vietnam and China | daVich |
| Fitting Asymmetric Error Correction Model | ecmAsyFit |
| Hypothesis Tests on Asymmetric Error Correction Model | ecmAsyTest print.ecmAsyTest |
| Diagnostic Statitics for Symmetric or Asymmetric ECMs | ecmDiag |
| Fitting symmetric Error Correction Model | ecmSymFit |
| Printing Outputs from Error Correction Models | print.ecm |
| Summary of Results from Threshold Cointegration Regression | summary.ciTarFit |
| Summary of Results from Error Correction Model | summary.ecm |