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Home › Forums › kdb+ › Johansen cointegration test kdb+ implement › Re: Johansen cointegration test kdb+ implement

  • Laura

    Administrator
    January 13, 2022 at 12:00 am

    Hi  ,

    I haven’t seen the implementation done in kdb+, however we do have over 121 interfaces and connectors including Python and R, which (after a brief google) I was able to see implementation examples of online.

    If you are working on this implementation in kdb+, we would love you to share with the Community, I know many of us would be very interested to see your approach!

    Good luck, and thanks for your question,

    Laura

     

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