Forum

Peter, Thank you for reaching out. The open-source version of SuanShu is rather old. It was our first attempt at making a comprehensive library. I...

Just out of curiosity, why do you need a Java specific tool over Python please?

I would use TrendType.CONSTANT for a pair of financial time series.

I see. So, you are trying to find pairs of integrated time series. One simple solution is to use multi-threading, multi-processes, and multi-machine...

Can you tell me more about the domain of application that you are working on? Are they financial time series?If there are many time series, then coint...

Maximum Eigenvalue Test For the Johansen cointegration test, there is a hypothesis test to determine r, the number of cointegrating relationships. ...

Or, the time series chapter in this book. It has detailed instructions on how to use the SuanShu and NM Dev library.

Hello, The best reference on the subject is this authoritative book: