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CRAN: Package apt

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.

Version: 4.0 Depends: R (≥ 3.0.0), erer Imports: car, urca Published: 2024-10-01 DOI: 10.32614/CRAN.package.apt Author: Changyou Sun [aut, cre] Maintainer: Changyou Sun <edwinsun258 at gmail.com> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] NeedsCompilation: no In views: Econometrics CRAN checks: apt results Documentation: Reference manual: apt.pdf Downloads: Package source: apt_4.0.tar.gz Windows binaries: r-devel: apt_4.0.zip, r-release: apt_4.0.zip, r-oldrel: apt_4.0.zip macOS binaries: r-release (arm64): apt_4.0.tgz, r-oldrel (arm64): apt_4.0.tgz, r-release (x86_64): apt_4.0.tgz, r-oldrel (x86_64): apt_4.0.tgz Old sources: apt archive Linking:

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