ECTSVR

Cointegration Based Support Vector Regression Model

CRAN Package

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.

  • Version0.1.0
  • R version≥ 3.3.0
  • LicenseMIT
  • Needs compilation?No
  • Last release08/28/2023

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  • Depends3 packages
  • Suggests3 packages