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] (<>)
MaintainerPankaj Das <>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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ECTSVR documentation built on Aug. 29, 2023, 1:06 a.m.