{ "info": { "author": "Gerardo Lemus", "author_email": "gerardo@alum.mit.edu", "bugtrack_url": null, "classifiers": [ "License :: OSI Approved :: MIT License", "Programming Language :: Python :: 2", "Programming Language :: Python :: 2.7" ], "description": "# johansen\nPython implementation of the Johansen test for cointegration\n\nInstallation notes:\n\nThis package requires scipy, which in turn requires blas, lapack, atlas, and\ngfortran. These can be installed on a Ubuntu system with:\n\n sudo apt-get install libblas-dev liblapack-dev libatlas-base-dev gfortran\n\nExamples:\n\nSee examples folder for a jupyter notebook with example usage.\n\nNOTE:\n\nThe cases when the chosen model (in the language of MacKinnon 1996) is 1\\* or 2\\* have not yet been fully implemented. 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