项目作者: jachynovotny

项目描述 :
Filters (kalman, hodrick-prescott, moving average) together with comparison and sensitivity analysis (in notebook filters_with_parameters)+var analysis and granger causality test useful for commodity markets. Test for random walk (CE currencies using yfinance API)
高级语言: Jupyter Notebook
项目地址: git://github.com/jachynovotny/Econometrics.git
创建时间: 2021-06-05T16:04:50Z
项目社区:https://github.com/jachynovotny/Econometrics

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