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
License
GNU General Public License version 3.0 (GPLv3)Follow LDT
Other Useful Business Software
Simplify IT and security with a single endpoint management platform
NinjaOne automates the hardest parts of IT, delivering visibility, security, and control over all endpoints for more than 20,000 customers.
The NinjaOne automated endpoint management platform is proven to increase productivity, reduce security risk, and lower costs for IT teams and managed service providers. The company seamlessly integrates with a wide range of IT and security technologies. NinjaOne is obsessed with customer success and provides free and unlimited onboarding, training, and support.
Rate This Project
Login To Rate This Project
User Reviews
Be the first to post a review of LDT!