bashtage / arch Star 1.3k Code Issues Pull requests ARCH models in Python bootstrap finance spa time-series arch risk forecasting variance adf volatility multiple-comparison-procedures financial-econometrics unit-root dickey-fuller phillips-perron df-gls reality-check model-confidence-set Updated May 22, 2024 Python
smeekes / bootUR Star 9 Code Issues Pull requests R Package for Bootstrap Unit Root Tests bootstrap time-series r-package unit-root dickey-fuller hypothesis-test Updated May 20, 2024 R
apoorvaa30 / Time-Series-based-Sales-Forecasting-for-Beer Star 6 Code Issues Pull requests Beer national sales forecasting beer lstm forecasting-models cointegration time-series-analysis vector-autoregression unit-root time-series-forecasting sarima imf-data-scrapper time-series-factor-analysis time-series-dimension-reduction ttb-beer-sales-usa Updated Aug 28, 2018 Python
donotdespair / Bayesian-Unobserved-Component-Models Star 1 Code Issues Pull requests We are presenting a Bayesian local-level model and its extensions state-space forecasting rstats bayesian hierarchical-models unit-root macroeconometrics mcxs unobserved-component Updated Jun 2, 2024 TeX
shuowencs / Unit-Root-Test-Code Star 0 Code Issues Pull requests EC712 HMW3 Wiener Process and Unit Root Tests time-series unit-root Updated May 29, 2020 MATLAB
AshiqZaman / Time-Series-Econometrics Star 0 Code Issues Pull requests Statistical analysis with R by using financial data bootstrap arch forecasting bayesian financial-data cointegration time-series-analysis unit-root garch-models Updated May 22, 2020 HTML
ramonVDAKKER / research-Efficient-estimation-semiparametric-INAR-models Star 0 Code Issues Pull requests Research on integer-valued time series unit-root semiparametric-models efficient-estimation inar integer-valued-time-series Updated May 9, 2024