This is the Windows app named LDT whose latest release can be downloaded as Setup.msi. It can be run online in the free hosting provider OnWorks for workstations.
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SCREENSHOTS:
LDT
DESCRIPTION:
LDT is designed for automatic time-series analysis.
Current version focuses on stationary vector autoregressive models (VAR) and the related analyses such as forecasting and Granger causality.
See the following paper for an application:
See http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2818213
Features
- Time-Series
- Vector Autoregressive Model
- Model Averaging
- Granger Causality
- Forecasting
- Statistical
- Analysis
- VAR
- Out of Sample
Audience
Financial and Insurance Industry, Science/Research, Developers
User interface
Win32 (MS Windows)
Programming Language
C#
Categories
This is an application that can also be fetched from https://sourceforge.net/projects/letdatalk/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.