Johansen's Cointegration test
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josef...@gmail.com
Aug 31, 2012, 12:25:12 AM8/31/12
to pystatsmodels
In case anyone is interested: Johansen's Cointegration test in a
translation from matlab to python (instead of figuring out the paper):
https://github.com/josef-pkt/statsmodels/commit/bf79e8ecb12d946f1113213692db6dac5df2b6e9
with tests against the matlab version.
https://github.com/statsmodels/statsmodels/issues/448
Josef
(coding as a break)
translation from matlab to python (instead of figuring out the paper):
https://github.com/josef-pkt/statsmodels/commit/bf79e8ecb12d946f1113213692db6dac5df2b6e9
with tests against the matlab version.
https://github.com/statsmodels/statsmodels/issues/448
Josef
(coding as a break)
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