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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.

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VersionRepositoryFileSize
4.0 rolling linux/jammy R-4.5 apt_4.0.tar.gz 91.4 KiB
4.0 rolling linux/noble R-4.5 apt_4.0.tar.gz 91.4 KiB
4.0 rolling source/ R- apt_4.0.tar.gz 18.7 KiB
4.0 latest linux/jammy R-4.5 apt_4.0.tar.gz 91.4 KiB
4.0 latest linux/noble R-4.5 apt_4.0.tar.gz 91.4 KiB
4.0 latest source/ R- apt_4.0.tar.gz 18.7 KiB
4.0 2026-04-26 source/ R- apt_4.0.tar.gz 18.7 KiB
4.0 2026-04-23 source/ R- apt_4.0.tar.gz 18.7 KiB
4.0 2026-04-09 windows/windows R-4.5 apt_4.0.zip 94.1 KiB
4.0 2025-04-20 source/ R- apt_4.0.tar.gz 18.7 KiB

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