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
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.html , apt.pdf

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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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