This release fixes a bug that affects forecasting when: using an AR model or other model with lagged values of the dependent variable; and data is rescaled
This is a feature and big-fix release: Added APARCH volatilty process. Added support for Python 3.9...
This is a bug-fix release. Fixes a bug that can be encountered when collection observation data in ...
Fixed a bug that affected dropping absorbed regressors when using weights (#546). Improved the licen...
This is a feature and bug fix release. The two key new features are: The reduction in the size of ...
This is a feature and bug release. Removed support for Python 2.7. Added auto_bandwidth to compute ...
This is a minor release containing mostly bug fixes. Changes include: Added named parameters to Dic...
Fixed a bug that prevented 1-step forecasts with exogenous regressors Added the Generalized Error Di...
Release containing all changes since 4.1 including: Fixed a bug that prevented fix from being used ...
This is a bug-fix release that fixes a bug that affects the fitted conditional variance from EWMAVar...
This is a feature and bug release. Highlights include: Added Zivot-Andrews unit root test. Added d...
This is a feature and bug release. Added Zivot-Andrews unit root test Added data dependent lag leng...
This release fixes two issues: Removes an accidental requirement on Python 3.7 Improves performance...
This release contains 2 big fixes. Fixed a bug in arch_lm_test that assumed that the model data is ...
This release fixes a bug that can affect standard error estimation in SUR and related models
This is a feature release with 1 new feature: Added a parameter to forecast that allows a user-prov...
This is a feature and big-fix release: Added APARCH volatilty process. Added support for Python 3.9...
This is a bug-fix release. Fixes a bug that can be encountered when collection observation data in ...
Fixed a bug that affected dropping absorbed regressors when using weights (#546). Improved the licen...
This is a feature and bug fix release. The two key new features are: The reduction in the size of ...
This is a feature and bug release. Removed support for Python 2.7. Added auto_bandwidth to compute ...
This is a minor release containing mostly bug fixes. Changes include: Added named parameters to Dic...
Fixed a bug that prevented 1-step forecasts with exogenous regressors Added the Generalized Error Di...
Release containing all changes since 4.1 including: Fixed a bug that prevented fix from being used ...
This is a bug-fix release that fixes a bug that affects the fitted conditional variance from EWMAVar...
This is a feature and bug release. Highlights include: Added Zivot-Andrews unit root test. Added d...
This is a feature and bug release. Added Zivot-Andrews unit root test Added data dependent lag leng...
This release fixes two issues: Removes an accidental requirement on Python 3.7 Improves performance...
This release contains 2 big fixes. Fixed a bug in arch_lm_test that assumed that the model data is ...
This release fixes a bug that can affect standard error estimation in SUR and related models
This is a feature release with 1 new feature: Added a parameter to forecast that allows a user-prov...
This is a feature and big-fix release: Added APARCH volatilty process. Added support for Python 3.9...
This is a bug-fix release. Fixes a bug that can be encountered when collection observation data in ...
Fixed a bug that affected dropping absorbed regressors when using weights (#546). Improved the licen...