"author:davidesg" matching MCP servers:

Enables analysts to build and evaluate simultaneous VARMA models for systems of time series via exact maximum likelihood on the ATSW ladder, using univariate models as the yardstick. It guides users through loading univariate fits, identifying residual cross-correlations, estimating joint models, forecasting, impulse responses, variance decomposition, and recording decisions.

Enables time series analysis following Box-Jenkins-Treadway methodology, supporting guided or autonomous modes for model identification, estimation, and diagnosis via an LLM.