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https://github.com/andreasnoack/cointegration.jl

Cointegration in Vector Error Correction Models in Julia
https://github.com/andreasnoack/cointegration.jl

Last synced: 19 days ago
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Cointegration in Vector Error Correction Models in Julia

Host: GitHub
URL: https://github.com/andreasnoack/cointegration.jl
Owner: andreasnoack
License: mit
Created: 2012-09-18T19:17:56.000Z (about 12 years ago)
Default Branch: master
Last Pushed: 2024-04-26T08:49:20.000Z (6 months ago)
Last Synced: 2024-10-11T14:51:43.328Z (27 days ago)
Language: Julia
Size: 136 KB
Stars: 9
Watchers: 3
Forks: 2
Open Issues: 1
Metadata Files:
- Readme: README.md
- License: LICENSE.md

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README

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## Cointegration in Vector Autoregressive Models