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
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