Cool, thank you! I will make good use of these.
On Friday, October 16, 2015 at 1:00:34 PM UTC-7, Patrick Kofod Mogensen wrote: > > I'm not aware of any packages in metadata, but you can perhaps get > inspiration from > > https://github.com/andreasnoack/Civecm.jl (Cointegrated VAR models) > https://github.com/tomaskrehlik/VARmodels.jl (VAR models) > > Neither are from repositories registered in METADATA.jl, so don't expect > too much support. They do not seem to have been updated too recently either > (5-7 months). > > On Friday, October 16, 2015 at 3:03:41 PM UTC-4, Michael Wang wrote: >> >> Hi all, >> >> I am trying to estimation a vector autoregressive model, but I did not >> find a specific Julia package performing the job. Does anyone know that >> there is some package doing this? >> >> Thanks! >> >
