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Published March 16, 2021 | Version v4.19
Software Open

bashtage/arch: Release 4.19

Creators

  • 1. DB Schenker
  • 2. @volatility
  • 3. Bonjournal
  • 4. @CoinCapture
  • 5. Max Planck Institute for Innovation and Competition
  • 6. @github

Description

This is a feature and bug fix release. The two key new features are:

  • The reduction in the size of the data returned when returning forecasts. This can lead to a reduction in memory allocation by factor of 1000x or more. To use the new feature, set reindex=True in forecast().
  • Forecasting with exogenous variables is not possible.

Files

bashtage/arch-v4.19.zip

Files (2.9 MB)

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md5:69ea2c7d15705df8b169b702b6e997dc
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Additional details

Related works

Is supplement to
https://github.com/bashtage/arch/tree/v4.19 (URL)