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 |
| Reference manual: | apt.pdf |
| 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 |
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