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.

Filename, size & hash SHA256 hash help File type Python version Upload date
johansen-0.0.4.tar.gz (5.1 kB) Copy SHA256 hash SHA256 Source None

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN SignalFx SignalFx Supporter DigiCert DigiCert EV certificate StatusPage StatusPage Status page