Published September 26, 2023
| Version v6.2.0
Software
Open
bashtage/arch: Release 6.2.0
Authors/Creators
- Kevin Sheppard
- Stanislav Khrapov1
- Gábor Lipták
- mikedeltalima
- Rob Capellini2
- alejandro-cermeno
- Hugle
- esvhd
- Snyk bot3
- Alex Fortin
- JPN
- Matt Judell
- Ryan Russell
- Weiliang Li
- 645775992
- Austin Adams4
- jbrockmendel
- LGTM Migrator5
- M. Rabba
- Michael E. Rose6
- Nikolay Tretyak
- Tom Rochette
- UNO Leo7
- Xavier RENE-CORAIL5
- Xin Du
- Joren Hammudoglu
- Burak Çelik
- 1. Chintai
- 2. @volatility
- 3. @Snyk
- 4. @Uniswap
- 5. @github
- 6. Max Planck Institute for Innovation and Competition
- 7. AITIT, Inc.
Description
This is a maintenance and bug-fix release:
- Fixed a bug that affected forecasting from
FIGARCHmodels #606 - Added a performance warning when testing for unit roots in large series using a lag-length search with no-max-lag specified.
- Changed the default value of reindex to False so that forecasts will not match the input by default. Set reindex to True if this is required.
- Made from
__future__ import reindexa no-op. - Updated notebooks to reflect best practices
Files
bashtage/arch-v6.2.0.zip
Files
(3.4 MB)
| Name | Size | Download all |
|---|---|---|
|
md5:29eb78e107a0200187f551d05113c207
|
3.4 MB | Preview Download |
Additional details
Related works
- Is supplement to
- https://github.com/bashtage/arch/tree/v6.2.0 (URL)