This repository contains Python code for conducting time series analysis on stock data and Cnepu data.
The code is structured as follows:
- Reading data from CSV and Excel files.
- Dividing sequences into sub-sequences.
- Performing Tucca forms analysis.
- Analyzing the relationship between Cnepu and various stocks using MF-ADCCA.
- Performing ADF analysis on stocks.
- Data generation and analysis.
- pandas
- numpy
- statsmodels