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
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 details)
File details
Details for the file johansen-0.0.4.tar.gz.
File metadata
- Download URL: johansen-0.0.4.tar.gz
- Upload date:
- Size: 5.1 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
bdb197cfde7003a3a463087fbac881fc13fee30152d3032fa61e965ca04a14f0
|
|
| MD5 |
3316d5c37ac1e9e570921c404b705c4b
|
|
| BLAKE2b-256 |
c4e4f5cc4a3657ed82a1068fc33cff2e465c24d291e6afe270e56b97f5dfed01
|
