LDT download | SourceForge.net

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

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Project Activity

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License

GNU General Public License version 3.0 (GPLv3)

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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

Related Categories

C# Financial Software, C# Statistics Software

Registered

2016-02-09

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