ECTSVR: Cointegration Based Support Vector Regression Model

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.

Getting started

Package details

AuthorPankaj Das [aut, cre] (<https://orcid.org/0000-0003-1672-2502>)
MaintainerPankaj Das <pankaj.das2@icar.gov.in>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ECTSVR")

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ECTSVR documentation built on Aug. 29, 2023, 1:06 a.m.