I'm not aware of any packages in metadata, but you can perhaps get inspiration from
https://github.com/andreasnoack/Civecm.jl (Cointegrated VAR models) https://github.com/tomaskrehlik/VARmodels.jl (VAR models) Neither are from repositories registered in METADATA.jl, so don't expect too much support. They do not seem to have been updated too recently either (5-7 months). On Friday, October 16, 2015 at 3:03:41 PM UTC-4, Michael Wang wrote: > > Hi all, > > I am trying to estimation a vector autoregressive model, but I did not > find a specific Julia package performing the job. Does anyone know that > there is some package doing this? > > Thanks! >
