The goal of this project is to provide a quick and easy way to get useful information about a data serie from the capital market.
Say you want to analyse the stock price of Apple. You give it as an input along with a date range to the application and as a result you get the following:
- Hurst exponent
- ADF (Augmented Dickey and Fuller) test
- Descriptive statistics
- Johansen test
- CADF
- Variance ratio test
This project is still under active development and you can see it live here: https://time-series-analyzer.appspot.com/
Fork this repo, open a PR, and talk to us!