semvec/pypi-packages huggingface dataset:
johansen 0.0.4
Python implementation of the Johansen test for cointegration
License: MIT License

Python implementation of the Johansen test for cointegration

Installation notes:

This package requires scipy, which in turn  requires blas, lapack, atlas, and
gfortran. These can be installed on a Ubuntu system with:

    sudo apt-get install libblas-dev liblapack-dev libatlas-base-dev gfortran