ECTSVR

CRANECTSVRMaRDI QIDQ5982639

Cointegration Based Support Vector Regression Model

Pankaj Das

Last update: 28 August 2023

Software version identifier: 0.1.0

Copyright license: MIT license, File License

Description

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.