pairlink 0.0.3

A package for statistical analysis and testing of relationships between 2 time series.

PairLink

Description

PairLink is a diagnostic tool designed to evaluate the statistical relationship between two time series.

It provides an assessment of their stationarity, cointegration, distributional characteristics, and mean-reverting behavior.

Installation

You can install PairLink via pip:

pip install pairlink

Usage

Here is a simple example to identify frequent price levels from your price data:

import yfinance as yf
from pairlink import preprocess_series, pairlink_test

df = yf.download(tickers=['AAPL','MSFT'], interval='1D')

y, x = preprocess_series(series1=df['Close']['AAPL'], series2=df['Close']['MSFT'])
results = pairlink_test(y,x)

Author

Anthony Gocmen - email
WebSite: developexx

License

This project is licensed under the MIT License - see MIT for details.