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Asymmetric Price Transmission
View on CRAN: Click here


Download and install apt package within the R console
Install from CRAN:
install.packages("apt")

Install from Github:
library("remotes")
install_github("cran/apt")

Install by package version:
library("remotes")
install_version("apt", "4.0")



Attach the package and use:
library("apt")
Maintained by
Changyou Sun
[Scholar Profile | Author Map]
First Published: 2011-02-05
Latest Update: 2020-05-01
Description:
Asymmetric price transmission between two time series is assessed. Several functions are available for linear and nonlinear threshold cointegration, and furthermore, symmetric and asymmetric error correction model.
How to cite:
Changyou Sun (2011). apt: Asymmetric Price Transmission. R package version 4.0, https://cran.r-project.org/web/packages/apt. Accessed 20 Feb. 2025.
Previous versions and publish date:
1.0 (2011-02-05 18:08), 1.1 (2012-03-31 08:26), 1.2 (2012-09-20 08:42), 1.3 (2013-01-01 18:07), 2.0 (2014-01-10 17:27), 2.1 (2014-06-03 18:27), 2.2 (2014-08-11 18:52), 2.3 (2014-11-27 18:30), 2.4 (2015-08-31 19:45), 2.5 (2016-02-25 23:01), 3.0 (2020-05-01 08:10)
Other packages that cited apt R package
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Complete documentation for apt
Functions, R codes and Examples using the apt R package
Some associated functions: apt-package . ciTarFit . ciTarLag . ciTarThd . daVich . ecmAsyFit . ecmAsyTest . ecmDiag . ecmSymFit . print.ecm . summary.ciTarFit . summary.ecm . 
Some associated R codes: ciTarFit.R . ciTarLag.R . ciTarThd.R . ecmAsyFit.R . ecmAsyTest.R . ecmDiag.R . ecmSymFit.R . print.ecm.R . summary.ciTarFit.R . summary.ecm.R .  Full apt package functions and examples
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