R: A Simple Replication of Cointegration Test Results

This post is a straightforward replication of the Johansen cointegration test results from Johansen and Juselius (1990) using R urca package.

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.

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.

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.