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Asymmetric Price Transmission

v4.0 · Oct 1, 2024 · GPL (>= 2)

Description

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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14 OK

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Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	73.2s
r-devel-linux-x86_64-debian-gcc	OK	55.5s
r-devel-linux-x86_64-fedora-clang	OK	108.1s
r-devel-linux-x86_64-fedora-gcc	OK	105.8s
r-devel-macos-arm64	OK	21s
r-devel-windows-x86_64	OK	87s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	48s
r-oldrel-windows-x86_64	OK	107s
r-patched-linux-x86_64	OK	67.3s
r-release-linux-x86_64	OK	65.5s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	75s
r-release-windows-x86_64	OK	87s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Version History

new 4.0 Mar 10, 2026

updated 4.0 ← 3.0 diff Sep 30, 2024

updated 3.0 ← 2.5 diff Apr 30, 2020

updated 2.5 ← 2.4 diff Feb 24, 2016

updated 2.4 ← 2.3 diff Aug 30, 2015

updated 2.3 ← 2.2 diff Nov 26, 2014

updated 2.2 ← 2.1 diff Aug 10, 2014

updated 2.1 ← 2.0 diff Jun 2, 2014

updated 2.0 ← 1.3 diff Jan 9, 2014

updated 1.3 ← 1.2 diff Dec 31, 2012

updated 1.2 ← 1.1 diff Sep 19, 2012

updated 1.1 ← 1.0 diff Mar 30, 2012

new 1.0 Feb 4, 2011