| Name : R-egcm
| |
| Version : 1.0.13
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.5
| Date : 2024-06-14 11:53:15
|
| Group : Development/Libraries/Other
| Source RPM : R-egcm-1.0.13-lp153.2.5.src.rpm
|
| Size : 0.19 MB
| |
| Packager : (none)
| |
| Summary : Engle-Granger Cointegration Models
|
Description :
An easy-to-use implementation of the Engle-Granger two-step procedure
for identifying pairs of cointegrated series. It is geared towards the
analysis of pairs of securities. Summary and plot functions are
provided, and the package is able to fetch closing prices of securities
from Yahoo. A variety of unit root tests are supported, and an
improved unit root test is included.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
