Planned Cointegration Analysis and VAR? Mohamad April 14, 2013 18:28 Follow 1 Any plans to add cointegration test (e.g. Johansen test) and vector autoregressive (VAR) modeling? Facebook Twitter LinkedIn
Hello Pedro, It is definitely in our near future plans. I will keep this page up to date, so pleases stay tuned.
Johansen test (both trace and maximum eigenvalue tests) are part of NumXL 1.62.
Vector error correction model and VAR are planned next.
Please advise when the VAR(p) functionality is available.
Is there any ETA ?
Will Granger-Causality test be added aswell?
Pedro, we have this vital test in our plans as well. Check out this link: https://support.numxl.com/hc/en-us/community/posts/204565153-Granger-Causality
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