| Algorithm/Mechanism |
COLT | MTJ | JMulti | Gretl |
|---|---|---|---|---|
| ARIMA | - | X | X | |
| BLAS | X | |||
| Cointegration test | - | X | X | |
| dense | X | |||
| eigenvectors/-values | X | |||
| GARCH | - | X | X | |
| invert | X | |||
| Linear Algebra | ||||
| Matrices | ||||
| multiply | X | |||
| Multivariate GARCH | - | X | - | |
| sparse | X | |||
| Time Series Analysis | ||||
| Unit root test | - | X | X | |
| VAR (Vector autoregression) | - | X | X |
Copyright © by the contributing authors. All material on this collaboration platform is the property of the contributing authors.