Metadata-Version: 2.1
Name: mean-reversion-util
Version: 0.0.4
Summary: Time Series mean reversion utilities
Home-page: https://github.com/gjlr2000/johansen3.git
Author: Gerardo Lemus
Author-email: gerardo@alum.mit.edu
License: MIT
Description: # johansen
        Python implementation of the Johansen test for cointegration
        
        Installation notes:
        
        This package requires scipy, which in turn  requires blas, lapack, atlas, and
        gfortran. These can be installed on a Ubuntu system with:
        
            sudo apt-get install libblas-dev liblapack-dev libatlas-base-dev gfortran
        
        Examples:
        
        See examples folder for a jupyter notebook with example usage.
        
        NOTE:
        
        The cases when the chosen model (in the language of MacKinnon 1996) is 1\* or 2\* have not yet been fully implemented. They will be completed in the near future.
        
Platform: UNKNOWN
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 2
Classifier: Programming Language :: Python :: 2.7
Description-Content-Type: text/markdown
