Skip to main content

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

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

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

Uploaded source

Supported by

AWS AWS Cloud computing Datadog Datadog Monitoring Facebook / Instagram Facebook / Instagram PSF Sponsor Fastly Fastly CDN Google Google Object Storage and Download Analytics Huawei Huawei PSF Sponsor Microsoft Microsoft PSF Sponsor NVIDIA NVIDIA PSF Sponsor Pingdom Pingdom Monitoring Salesforce Salesforce PSF Sponsor Sentry Sentry Error logging StatusPage StatusPage Status page