Hi Michael Author of Civecm.jl here. The repo has code that I developed during my PhD and I haven't spend much time on it lately, but please ask questions if you'd like to use it.
Best Andreas On Friday, October 16, 2015 at 5:59:44 PM UTC-4, Michael Wang wrote: > > 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! >>> >>
