I suggest you ...

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 shared this idea  ·   ·  Flag idea as inappropriate…  ·  Admin →

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