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Vector Autoregression Python Packages

Python packages with the GitHub topic vector-autoregression. Sorted by monthly downloads, with stars and forks.
QuantClimate
impulso

Bayesian VAR and SVAR models in Python.

10K 25 6
thomaspinder
litterman

Bayesian VAR and SVAR models in Python.

62 25 6
    • Original data from PyPI, GitHub, and OSV; downloads served through ClickHouse
    • Sources & methodology