SchwartzSmith.jl is a package for estimating the Schwartz Smith model.
The implementation and notation was based on the original article by Eduardo Schwartz and James E. Smith (2000), called "Short-Term Variations and Long-Term Dynamics in Commodity Prices" (https://pdfs.semanticscholar.org/c298/e5c8c477e3da8941173e6cb593f05230006c.pdf)
To use the package you can do
pkg> add https://github.com/LAMPSPUC/SchwartzSmith.jl.git
- Parameter estimation
- Original and average time to maturity
- Random or predefined seed