Beer national sales forecasting
R finance guide - Algotrading101
An R package to implement VEC models
Shiny app deployed on shinyapps.io and embedded in an R package for easy install where I explore the cointegrating relationship among LIBOR interbank rates
Pairs Trading screening with cointegration in R
Current repository depicts R usability for time series modeling. Number of scripts represents preprocessing time series, modeling AR, MA, ARIMA with seasonality, ARCH, GARCH, VAR, VECM including statistical testing process and robust check.
Applying Kejriwal and Perron test which is implemented in the R `strucchange` package to find cointegration breakpoints
Statistical Investigation on the Relationship Between Climate Change, Food Availability, Agriculture Expansion, and Economic Growth in West Africa
This repository contains an RMarkdown file that performs an econometric analysis of soybean prices using various statistical methods, including cointegration tests, ECM, and GARCH models.
Time series econometrics on Pakistan macro data: unit roots, cointegration, ARIMA, VAR.
Do commodity ETFs track their NAV? A VECM error-correction study of which side corrects and when the arbitrage band breaks (R & Python, 2012-2025).
this repository contains R-codes to estimate the Fourier Dynamic OLS analysis
La relación a largo plazo y la causalidad entre las exportacioens mineras, la producción industrial y el crecimiento económico en Perú: Un estudio de caso utilizando un modelo VEC
This repository explores asymmetric dynamic OLS (ADOLS) analysis using R-codes
Financial Time Series Analysis
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