GitHub topics: phillips-perron
bashtage/arch
ARCH models in Python
Language: Python - Size: 190 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 1,393 - Forks: 260

svmiller/sTSD
Simulate Time Series Diagnostics
Language: R - Size: 8.12 MB - Last synced at: 29 days ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

ozdemirozcelik/coint-tools
Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]
Language: Jupyter Notebook - Size: 8.69 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 11 - Forks: 2

karakastarik/stationarityR
Automating time series stationarity tests
Language: R - Size: 51.8 KB - Last synced at: almost 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0
