This post is a straightforward replication of the Johansen cointegration test results from Johansen and Juselius (1990) using R urca package.
SHLee AI Financial Model
R, Python, Financial Econometrics, Term Structure, Macro-Finance, Machine & Deep Learning
Romance of the Three Kingdoms (三國志演義)
Romance of the Three Kingdoms is acclaimed as one of the great classical novels of Chinese literature and it is very interesting and famous all over the world.
Ballad Songs by Korean Singers and Elvis Presley
Here are some of the best Korean ballad albums for relaxation.
Equivalence of VAR models between original variables and their linear transformations
This post demonstrates the VAR forecasting equivalence between original variables and their linear transformations by examining a simple example.
Audiobook and Movie : Around The World In 80 Days
Audiobook and Movie for Around the World in 80 Days written by Jules Verne
Use a Python script to read and write on Excel File in Python
This post demonstrates how to utilize the xlwings Python package to execute a Python script to read and write Excel in Python.
Enumeration of combinations and permutations in R
This post demonstrates how to enumerate combinations and permutations using R.
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