Cointegration Based Timedelay Neural Network Model

This cointegration based Time Delay Neural Network Model hybrid model allows the researcher to make use of the information extracted by the cointegrating vector as an input in the neural network model.


Reference manual

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0.1.0 by Pankaj Das, 4 months ago

Browse source code at

Authors: Pankaj Das [aut, cre] , Achal Lama [aut] , Girish Kumar Jha [aut]

Documentation:   PDF Manual  

GPL-3 license

Depends on urca, forecast, vars

See at CRAN