README.md

rony

An R package with general utility functions for working with time series. Based on the "Econometria II" class at FGV-EESP in 2020.

The most interesting functions are a generalized Dickey-Fuller t-test and an auto ARIMA model selector based on minimal AIC.

Disclaimer: This project was undertaken during a period when my experience level was less advanced, and it wasn't fully completed. It contains errors and suboptimal practices. It isn't supposed to be used as an actual package; it was merely a learning project.



ricardo-semiao/Pacote-econometria2 documentation built on May 1, 2024, 9:27 p.m.