Beer national sales forecasting
An R package to implement VEC models
R finance guide - Algotrading101
Shiny app deployed on shinyapps.io and embedded in an R package for easy install where I explore the cointegrating relationship among LIBOR interbank rates
Pairs Trading screening with cointegration in R
Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints
Current repository depicts R usability for time series modeling. Number of scripts represents preprocessing time series, modeling AR, MA, ARIMA with seasonality, ARCH, GARCH, VAR, VECM including statistical testing process and robust check.
This repository contains an RMarkdown file that performs an econometric analysis of soybean prices using various statistical methods, including cointegration tests, ECM, and GARCH models.
Financial Time Series Analysis
La relación a largo plazo y la causalidad entre las exportacioens mineras, la producción industrial y el crecimiento económico en Perú: Un estudio de caso utilizando un modelo VEC
Add a description, image, and links to the cointegration topic page so that developers can more easily learn about it.
To associate your repository with the cointegration topic, visit your repo's landing page and select "manage topics."