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This is the implementation of the technique allowing for Multivariate TimeSeriesForecasting using basic knowledge of Calculus and Algebra at the High School level.
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