| apt-package {apt} | R Documentation |
Asymmetric Price Transmission
Description
Asymmetric price transmission between two time series is assessed. The names of functions and datasets reveal the categories they belong to. A prefix of da is for datasets, ci for cointegration, and ecm for error correction model.
The focus is on the price transmission between two price variables. Therefore, objectives like fitting an error correction model for more than two variables are beyond the scope of this package.
Details
| Package: | apt |
| Type: | Package |
| Version: | 3.0 |
| Date: | 2020-04-30 |
| Depends: | R (>= 3.0.0), erer |
| Imports: | car, urca |
| License: | GPL |
| LazyLoad: | yes |
Author(s)
Changyou Sun (cs258@msstate.edu)
[Package apt version 3.0 Index]