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-4.5-noble)apt_4.0.tar.gz(r-4.4-noble)
apt_4.0.tgz(r-4.4-emscripten)apt_4.0.tgz(r-4.3-emscripten)
apt.pdf |apt.html✨
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 3 months agofrom:a4af79d760. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 01 2024 |
| R-4.5-linux | OK | Dec 01 2024 |
Exports:ciTarFitciTarLagciTarThdecmAsyFitecmAsyTestecmDiagecmSymFitplot.ciTarLagplot.ciTarThdprint.ciTarFitprint.ciTarLagprint.ciTarThdprint.ecmprint.ecmAsyTestsummary.ciTarFitsummary.ecm
Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11curlDerivdoBydplyrererfansifarverFormulagenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquadprogquantmodquantregR6RColorBrewerRcppRcppEigenrlangsandwichscalesSparseMstringistringrsurvivalsystemfittibbletidyrtidyselecttseriesTTRurcautf8vctrsviridisLitewithrxtszoo
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 |