apt-package |
Asymmetric Price Transmission |
apt |
Asymmetric Price Transmission |
ciTarFit |
Fitting Threshold Cointegration |
ciTarLag |
Lag Selection for Threshold Cointegration Regression |
ciTarThd |
Threshold Selection for Threshold Cointegration Regression |
daCh |
Import price of wooden beds from China |
daVi |
Import price of wooden beds from Vietnam |
daVich |
Import price of wooden beds from Vietnam anc China |
ecmAsyFit |
Fitting Asymmetric Error Correction Model |
ecmAsyTest |
Hypothesis Tests on Asymmetric Error Correction Model |
ecmDiag |
Diagnostic Statitics for Symmetric or Asymmetric ECMs |
ecmSymFit |
Fitting symmetric Error Correction Model |
plot.ciTarLag |
Plot of AIC and BIC for Threshold Cointegration by Lag |
plot.ciTarThd |
Plot for Threshold Value Selection |
print.ciTarFit |
Printing Outputs from Threshold Cointegration Regression |
print.ecm |
Printing Outputs from Error Correction Models |
summary.ciTarFit |
Summary of Results from Threshold Cointegration Regression |
summary.ecm |
Summary of Results from Error Correction Model |