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LDT

Automatic Time Series Analysis with Stationary VAR Models

LDT is designed for automatic time-series analysis. Current version focuses on stationary vector autoregressive models (VAR) and the related analyses such as forecasting and Granger causality. See the following paper for an application: See http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2818213

Downloads: 0 This Week

Last Update: 2016-08-11
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