d1bc9381ac
Major Features: - Allow fixing parameters in state space models - Add new version of ARIMA-type estimators (AR, ARIMA, SARIMAX) - Add STL decomposition for time series - Functional SIR - Zivot Andrews test - Added Oaxaca-Blinder Decomposition - Add rolling WLS and OLS - Replacement for AR Performance Improvements: - Cythonize innovations algo and filter - Only perform required predict iterations in state space models - State space: Improve low memory usability; allow in fit, loglike |
||
|---|---|---|
| .. | ||
| DESCR | ||
| distinfo | ||
| Makefile | ||
| PLIST | ||