Pinned Repositories
ckarag.github.com
CryptoDailyData
A simple script for downloading all the available daily cryptocurrency time-series data using the Coinpaprika Python API.
dfgls4matlab
MATLAB implementation of the DF-GLS unit root test of Elliott, Rothenberg & Stock (1996), with 3 optimal lag-length selection methods (SIC, MAIC, Sequential-t) for selecting the lagged terms in the underlying ADF regression.
fred-api
MATLAB function to easily download economic time series data from the FRED (Federal Reserve Economic Data) online database maintained by the Research Department at the Federal Reserve Bank of St. Louis. The data are accessed by connecting directly to the FRED data server.
midasml_mat
midasml implementation for MATLAB
ckarag's Repositories
ckarag/fred-api
MATLAB function to easily download economic time series data from the FRED (Federal Reserve Economic Data) online database maintained by the Research Department at the Federal Reserve Bank of St. Louis. The data are accessed by connecting directly to the FRED data server.
ckarag/ckarag.github.com
ckarag/CryptoDailyData
A simple script for downloading all the available daily cryptocurrency time-series data using the Coinpaprika Python API.
ckarag/dfgls4matlab
MATLAB implementation of the DF-GLS unit root test of Elliott, Rothenberg & Stock (1996), with 3 optimal lag-length selection methods (SIC, MAIC, Sequential-t) for selecting the lagged terms in the underlying ADF regression.