ECTSVR (version 0.1.0)

Cointegration Based Support Vector Regression Model

Description

The cointegration based support vector regression model enables researchers to use data obtained from the cointegrating vector as input in the support vector regression model.

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Version

Install

install.packages('ECTSVR')

Monthly Downloads

143

Version

0.1.0

License

MIT + file LICENSE

Maintainer

Pankaj Das

Last Published

August 28th, 2023

Functions in ECTSVR (0.1.0)

ECTSVR

Cointegration Based Support Vector Regression Model