Module Pair.Statistics

val calculate_correlation : Base__Float.t Base.List.t -> Base__Float.t Base.List.t -> Base__Float.t
val calculate_adf_statistic : Base__Float.t Base.List.t -> Base__Float.t * float
val estimate_half_life : Base__Float.t Base.List.t -> Base.Float.t
type cointegration_result = {
  1. is_cointegrated : Base.bool;
  2. trace_statistic : Base.float;
  3. critical_value_95 : Base.float;
  4. correlation : Base.float;
}
val johansen_test : Base__Float.t Base.List.t -> Base__Float.t Base.List.t -> cointegration_result