Vector Autoregression
I am a finance professional who is currently using python to run vector autogression. I would prefer to implement in a .NET stack.
The python library is called statstools and there is a similar package in R called VAR.
https://github.com/statsmodels/statsmodels/blob/master/docs/source/vector_ar.rst#id5
I am happy to get involved in adding this feature but may need support.
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Geoff
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