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

Features

  • Time-Series
  • Vector Autoregressive Model
  • Model Averaging
  • Granger Causality
  • Forecasting
  • Statistical
  • Analysis
  • VAR
  • Out of Sample

Project Samples

Project Activity

See All Activity >

Categories

Financial, Statistics

License

GNU General Public License version 3.0 (GPLv3)

Follow LDT

LDT Web Site

Other Useful Business Software
Fully Managed MySQL, PostgreSQL, and SQL Server Icon
Fully Managed MySQL, PostgreSQL, and SQL Server

Automatic backups, patching, replication, and failover. Focus on your app, not your database.

Cloud SQL handles your database ops end to end, so you can focus on your app.
Try Free
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of LDT!

Additional Project Details

Operating Systems

Windows

Intended Audience

Developers, Financial and Insurance Industry, Science/Research

User Interface

Win32 (MS Windows)

Programming Language

C#

Related Categories

C# Financial Software, C# Statistics Software

Registered

2016-02-09