Skip to main content

Python implementation of the Johansen test for cointegration

Project description

johansen

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.

Files for johansen, version 0.0.3
Filename, size File type Python version Upload date Hashes
Filename, size johansen-0.0.3.tar.gz (5.1 kB) File type Source Python version None Upload date Hashes View

Supported by

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