Weekly Checkin #4

Published: 07/16/2021

This week, I've been implementing a vector auto-regressive (VAR) model with unit tests, and examples. Some portions of the code were ported from ``scot``, which had a BSD license. Next up, I am planning on adding bivariate/network based statistics, such as Granger causality, or independence testing between two time series from ``statsmodels`` and ``hyppo`` packages. In addition, I plan on adding posthoc graph statistics using ``graspologic``.