Asymmetric Price Transmission (apt)


[Up] [Top]

Documentation for package ‘apt’ version 1.3

Help Pages

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
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