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Intertemporal correlation #1162

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rsueppel opened this issue Oct 30, 2023 · 0 comments

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rsueppel commented Oct 30, 2023

A class that calculates and attractively visualizes for two categories or cross-sections the following:

Probabilities of non-stationarity
Autocorrelation functions (ACF, PACF)
Cross-correlation functions
Granger causality

Needs more discussion and is not top priority for now.

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