/ts_models

Time Series Models and Tests

Primary LanguageJupyter NotebookGNU General Public License v3.0GPL-3.0

Time Series Models

By: Juan Eduardo Coba Puerto

In this repository I will be posting the theory and implementation of classical Time Series Models, from the foundations to the more advanced ones. I will try to code everything from scratch, so there will be no need for any library or dependency, even for the statistical tests.

I hope this repository could be used for learning (in an autonomous way) for me and everbody who is interested in time series.

As I will have to study the more advanced models, the peace of pushes will be slow but I will do my best.

Best regards, Juan