phillips-perron

There are 4 repositories under phillips-perron topic.

bashtage/arch
ARCH models in Python
Language:Python1.3k 45 207248
ozdemirozcelik/coint-tools
Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]
Language:Jupyter Notebook13 1 13
karakastarik/stationarityR
Automating time series stationarity tests
Language:R0 1 01
monyakenes/Stationarity-tests
In the following R code I used packages like "MTS", "urca", "fUnitRoots" to conduct ADF test and Phillips Perron Test on 4-mariate financial data.
Language:R1 0