TimeSeriesModels.jl is a julia library for working with time-series models of the ARIMA and GARCH families. We currently support:
- Zero-mean
- Constant-mean
- AR
- MA
- ARMA
- GARCH-in-mean
- Constant-variance
- ARCH
- GARCH
-
Notifications
You must be signed in to change notification settings - Fork 0
Overmuse/TimeSeriesModels.jl
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
No description, website, or topics provided.
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published