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Python implementation of the Johansen test for cointegration

Project description

Python implementation of the Johansen test for cointegration

Installation notes:

This package requires scipy, which in turn requires blas, lapack, atlas, and gfortran. These can be installed on a Ubuntu system with:

sudo apt-get install libblas-dev liblapack-dev libatlas-base-dev gfortran

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johansen-0.0.4.tar.gz (5.1 kB view hashes)

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