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GitHub / GianlucaCarpigo / VECM

An R package to implement VEC models

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/GianlucaCarpigo%2FVECM

Stars: 3
Forks: 1
Open Issues: 0

License: gpl-3.0
Language: R
Repo Size: 124 KB
Dependencies: 8

Created: 3 months ago
Updated: 27 days ago
Last pushed: 27 days ago
Last synced: 27 days ago

Topics: cointegration, econometrics, forecasting, granger-causality, multivariate-timeseries, vecm

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