https://github.com/simaki/cointanalysis
Python library for cointegration analysis. It carries out cointegration test and evaluates spread between cointegrated time-series based on scikit-learn API.
https://github.com/simaki/cointanalysis
cointegration python time-series
Last synced: about 1 month ago
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Python library for cointegration analysis. It carries out cointegration test and evaluates spread between cointegrated time-series based on scikit-learn API.
- Host: GitHub
- URL: https://github.com/simaki/cointanalysis
- Owner: simaki
- License: bsd-3-clause
- Created: 2019-12-27T07:33:41.000Z (over 5 years ago)
- Default Branch: main
- Last Pushed: 2022-09-28T21:43:24.000Z (over 2 years ago)
- Last Synced: 2023-03-04T10:14:12.461Z (about 2 years ago)
- Topics: cointegration, python, time-series
- Language: Python
- Homepage:
- Size: 882 KB
- Stars: 45
- Watchers: 4
- Forks: 11
- Open Issues: 2
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Metadata Files:
- Readme: README.md
- License: LICENSE