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

LDT Screenshot 1 LDT Screenshot 2

Project Activity

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Categories

Financial, Statistics

License

GNU General Public License version 3.0 (GPLv3)

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LDT Web Site

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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
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