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Published May 26, 2023 | Version v6.1.0
Software Open

bashtage/arch: Release 6.1.0

Authors/Creators

  • 1. Chintai
  • 2. @volatility
  • 3. @Snyk
  • 4. @Uniswap
  • 5. @github
  • 6. Max Planck Institute for Innovation and Competition
  • 7. AITIT, Inc.
  • 8. BoatBoatBoat

Description

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.

Files

bashtage/arch-v6.1.0.zip

Files (3.1 MB)

Name Size Download all
md5:0f1a0671590bb0320e0b3c85e26a8305
3.1 MB Preview Download

Additional details

Related works

Is supplement to
https://github.com/bashtage/arch/tree/v6.1.0 (URL)