Eigenvalues and Eigenvectors of Johansen cointegration Test
The Eigenvectors and Eigenvalues of the Johansen cointegration tests are useful in finance to calculate hedge ratio, and other useful parameters. It would be great if NumXL would return them as part of its output.
Comentários
Thank you, Lubo! This feature is already in our plans, and I will keep this page updated with the latest changes, so please stay tuned!
Looking forward to this feature. It would be really helpful.
counting eigenvalues and eigenvectors is a necessary condition for the controllability of any system.
it is one of the basic things..
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