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
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