| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.cointegration |
| Class and Description |
|---|
| CointegrationMLE
Two or more time series are cointegrated if they each share a common type of
stochastic drift, that is, to a limited degree they share a certain type of
behavior in terms of their long-term fluctuations, but they do not
necessarily move together and may be otherwise unrelated.
|
| JohansenAsymptoticDistribution.Test
the available types of Johansen cointegration tests
|
| JohansenAsymptoticDistribution.TrendType
the available types of trends
|
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