Examples
Worked examples live in the GitHub repository under
exemples/
(French folder name). They are not shipped inside the PyPI wheel
and are not copied onto this documentation site — only linked.
Only notebooks present on the public repository are listed here.
More examples will appear as they are added under
exemples/.
Available now
| Topic | Notebook | Open |
|---|---|---|
| VECM / Johansen Canada data · JSS-style replication |
exemples/VECM/ |
Folder · GitHub · nbviewer · Colab |
| ARMA / SARIMA Airline passengers · Box–Jenkins |
exemples/ARMA/ |
Folder · GitHub · nbviewer · Colab |
| ARMA Quarterly inflation · AR(4) |
exemples/ARMA/ |
Folder · GitHub · nbviewer · Colab |
| ARMA–GARCH Mkt–RF excess returns · GJR + Student-t |
exemples/ARMA_GARCH/ |
Folder · GitHub · nbviewer · Colab |
| ARMA–GARCH Simulated ARMA(1,1)–GARCH · recover DGP |
exemples/ARMA_GARCH/ |
Folder · GitHub · nbviewer · Colab |
| ARMA–GARCH Fed funds rate changes · ARMA mean |
exemples/ARMA_GARCH/ |
Folder · GitHub · nbviewer · Colab |
| ARMA–GARCH EUR/USD returns · GARCH first |
exemples/ARMA_GARCH/ |
Folder · GitHub · nbviewer · Colab |
| ARMA–GARCH Quarterly inflation · seasonal AR |
exemples/ARMA_GARCH/ |
Folder · GitHub · nbviewer · Colab |
| ARDL Danish money demand · bounds test |
exemples/ARDL/ |
Folder · GitHub · nbviewer · Colab |
| ARDL Inflation and interest rate |
exemples/ARDL/ |
Folder · GitHub · nbviewer · Colab |
| ARDL US consumption–income (case 2) |
exemples/ARDL/ |
Folder · GitHub · nbviewer · Colab |
| ARDL Unemployment and inflation |
exemples/ARDL/ |
Folder · GitHub · nbviewer · Colab |
| Stationarity / ADF Sequential DF strategy · GDP, unemployment, CPI + simulation |
exemples/stationarity/ |
Folder · GitHub · nbviewer · Colab |
How to run locally
git clone https://github.com/Lauret-Boris/makystats.git
cd makystats
pip install -e ".[plot]"
jupyter notebook exemples/VECM/
Requirements typically include makystats, pandas, matplotlib,
and any data files shipped next to the notebook under exemples/VECM/data/.