https://github.com/bashtage/arch
Name Target Message Date
HEAD 256887c Merge pull request #708 from bashtage/fix-pip-pre MAINT: Make case less extreme 05 January 2024, 16:06:48 UTC
refs/heads/add-append 4cd013d TST: Add initial tests for append 15 July 2023, 10:02:41 UTC
refs/heads/allow-update fc230eb ENH: Add append feature to allow an existing model to be extended with new data 08 January 2021, 10:07:49 UTC
refs/heads/component-garch f7a133d ENH: Add component GARCH 10 June 2021, 15:01:52 UTC
refs/heads/extend-forecast-paramaterization 6afcc0c ENH: Allow in- and out-of-sample parameters to be set Separate setting of in- and out-of-sample parameters in forecast [skip ci] 10 January 2019, 10:22:23 UTC
refs/heads/fix-616 ee1e97f ENH: Add a performance warning Warn users is using autolag may be slow closes #616 30 May 2023, 13:32:03 UTC
refs/heads/gh-pages 965d966 Github Actions doc build after commit 256887c5 05 January 2024, 16:10:52 UTC
refs/heads/main 256887c Merge pull request #708 from bashtage/fix-pip-pre MAINT: Make case less extreme 05 January 2024, 16:06:48 UTC
refs/heads/maintenance/v5 6c6fb94 Merge pull request #663 from bashtage/backport-632 BUG: Fix issue with rescale and AR models 26 May 2023, 16:58:13 UTC
refs/heads/multivariate-arch-abstract 57fc665 ENH: Initial work on multivariate ARCH models Refactor to reuse share code between univariate and multivariate models Add stubs for multivariate files Add normal as first multivariate distribution 25 July 2016, 11:20:36 UTC
refs/heads/multivariate-v2 2cb8a8e EOD 13 October 2018, 17:30:28 UTC
refs/heads/rls-6.3 d169d43 RLS: Release 6.3 05 January 2024, 08:16:29 UTC
refs/heads/snyk-fix-70f5adcf4a1ad3e5325928f687111790 492d96d fix: doc/requirements.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6514866 01 April 2024, 23:16:40 UTC
refs/heads/snyk-fix-725f2e812ccc082ac3993198c3648099 8b29d85 fix: requirements-dev.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6219984 - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6219986 01 February 2024, 19:14:33 UTC
refs/heads/snyk-fix-80dfa9eb03e33351e76a0ff0e2d86188 922eec3 fix: doc/requirements.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6182918 21 January 2024, 18:17:59 UTC
refs/heads/snyk-fix-8bd5ad157d4af55abde90c79093271ef 5fd3fad fix: requirements-dev.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-FONTTOOLS-6133203 - https://snyk.io/vuln/SNYK-PYTHON-IPYTHON-3318382 - https://snyk.io/vuln/SNYK-PYTHON-JUPYTERSERVER-5862881 - https://snyk.io/vuln/SNYK-PYTHON-JUPYTERSERVER-5862882 - https://snyk.io/vuln/SNYK-PYTHON-JUPYTERSERVER-6099119 - https://snyk.io/vuln/SNYK-PYTHON-NUMPY-2321964 - https://snyk.io/vuln/SNYK-PYTHON-NUMPY-2321966 - https://snyk.io/vuln/SNYK-PYTHON-NUMPY-2321969 - https://snyk.io/vuln/SNYK-PYTHON-NUMPY-2321970 - https://snyk.io/vuln/SNYK-PYTHON-NUMPY-73513 - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-5918878 - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6043904 - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6182918 - https://snyk.io/vuln/SNYK-PYTHON-SETUPTOOLS-3180412 - https://snyk.io/vuln/SNYK-PYTHON-TORNADO-5537286 - https://snyk.io/vuln/SNYK-PYTHON-TORNADO-5840803 - https://snyk.io/vuln/SNYK-PYTHON-TORNADO-6041512 25 January 2024, 23:48:15 UTC
refs/heads/snyk-fix-ab37bf431c071f8d49df63dc919e1fe2 e269490 fix: requirements-dev.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6514866 01 April 2024, 18:12:16 UTC
refs/heads/snyk-fix-d14ae7a315cf9a1ccea9dd8a4f3fd4c2 32dc89c fix: doc/requirements.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6219984 - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6219986 01 February 2024, 19:43:12 UTC
refs/heads/snyk-fix-fc537cec2af5b23e0702a07689cab773 18b006c fix: requirements-dev.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6182918 21 January 2024, 14:53:56 UTC
refs/heads/varhac 6b1cc78 More work and tests 01 April 2020, 16:34:39 UTC
refs/heads/variance-targetting 1de062e ENH: Add variance targetting GARCH model Add a VT GARCH model Note that inference isn't correct 15 October 2018, 15:33:12 UTC
refs/tags/1.0 5a74b3a ENH: ARCH models in Python This package provides a set of ARCH model with AR and HAR mean dynamics 21 July 2014, 16:57:05 UTC
refs/tags/2.0 ae8eecd Merge pull request #17 from bashtage/binstar-fix FIX: Binstar files updated for 2.0 16 October 2014, 02:09:38 UTC
refs/tags/2.1 905abdf Merge pull request #26 from bashtage/improve-testing TST: Added testing for Python 3.4 13 January 2015, 22:13:27 UTC
refs/tags/3.0 035eca7 Merge pull request #44 from bashtage/test-single-mcs TST: Add tests and protections for edge cases 22 February 2015, 16:27:49 UTC
refs/tags/3.1 3b235a5 Merge pull request #80 from bashtage/add-fixed-example DOC: Add example using `fix` 05 August 2015, 14:06:27 UTC
refs/tags/3.2 ee42ccc BLD: Remove nose from instructions Remove nose and replace with pytest 04 August 2016, 12:32:07 UTC
refs/tags/4.0 f2eb57e Merge pull request #141 from bashtage/release-4.0 RLS: Release of version 4.0 29 December 2016, 20:48:19 UTC
refs/tags/4.1 68caf54 Prepare for 4.1 release Small changes to build to prepare for 4.1 release 21 March 2017, 11:48:35 UTC
refs/tags/4.10.0 6434d57 Merge pull request #318 from bashtage/add-import-array MAINT: Add import array 14 October 2019, 09:17:11 UTC
refs/tags/4.11 caf342d DOC: Fix docstrings Fix broken docstrings Add changes Prepare for release 4.11 22 November 2019, 15:25:07 UTC
refs/tags/4.12 aefbf1d Merge pull request #347 from bashtage/update-changes DOC: Finalize changes for 4.12 release 03 February 2020, 15:16:42 UTC
refs/tags/4.13 09d6217 MAINT: Restore typing completeness Fix typing issues isort, black and flake8 compat 03 February 2020, 16:39:04 UTC
refs/tags/4.14 8279e09 TST: Adjust test that fails on OSX Adjust test to avoid failure 17 April 2020, 14:52:02 UTC
refs/tags/4.15 3dcaed2 Merge pull request #399 from bashtage/rls-4.15 RLS: Release 4.15 24 June 2020, 18:49:27 UTC
refs/tags/4.16 72acfb6 Merge pull request #446 from bashtage/final-fix MAINT: Fix NumPy version 05 February 2021, 12:27:18 UTC
refs/tags/4.2 994e1bc Merge pull request #192 from bashtage/estimate-ewma ENH: Allow estimation of EWMA Variance parameters 02 September 2017, 23:05:03 UTC
refs/tags/4.3 16a7fd3 BLD: Ensure all files are included in sdist Add missing files to MANIFEST [skip ci] 13 December 2017, 22:14:24 UTC
refs/tags/4.3.1 8af6161 Merge pull request #200 from bashtage/fix-ged BUG: Ensure GED is used in arch_model 14 December 2017, 09:11:43 UTC
refs/tags/4.4 6181efe Merge pull request #219 from bashtage/optional-mpl Optional mpl 14 August 2018, 07:59:42 UTC
refs/tags/4.4.1 648862f BLD: Remove unicode form README.rst Ensure always ascii 14 August 2018, 12:46:11 UTC
refs/tags/4.5.0 f78b62e CLN: Rename parameters and fix pandas issue Avoid .values and use asarray Use params consistently in api 28 September 2018, 16:11:50 UTC
refs/tags/4.6.0 4a1130e Merge pull request #241 from bashtage/vendor-cached-property MAINT: Vendor cached_property 03 October 2018, 08:59:11 UTC
refs/tags/4.7.0 2f1f6c9 Merge pull request #258 from bashtage/figarch ENH: Add FIGARCH volatility process 13 December 2018, 00:50:54 UTC
refs/tags/4.8.0 e8251a0 Merge pull request #279 from bashtage/test-pyargs BLD: Use pyargs to test 27 March 2019, 14:23:01 UTC
refs/tags/4.8.1 b19b712 DOC: Update changelog [skip ci] 28 March 2019, 18:28:15 UTC
refs/tags/4.9.0 90cd8c6 RLS: Release 4.9 Release 4.9 commit 30 August 2019, 09:01:17 UTC
refs/tags/4.9.1 3a27ec1 RLS: 4.9.1 Release 4.9.1 commit 31 August 2019, 08:44:39 UTC
refs/tags/v4.16.1 ed0d5b7 Merge pull request #451 from bashtage/change-version-syntax MAINT: Use standard versioning 08 February 2021, 22:50:53 UTC
refs/tags/v4.16.1rc0 ed0d5b7 Merge pull request #451 from bashtage/change-version-syntax MAINT: Use standard versioning 08 February 2021, 22:50:53 UTC
refs/tags/v4.17 ff0b6a6 Merge pull request #460 from bashtage/rls-4.17 MAINT: Prepare for 4.17 release 02 March 2021, 17:30:49 UTC
refs/tags/v4.18 5be4eac Merge pull request #463 from bashtage/rls-4.18 RLS: Release 4.18 03 March 2021, 14:43:14 UTC
refs/tags/v4.19 e91c71a Merge pull request #474 from bashtage/forecast-exog ENH: Allow forecasting with exogenous variables 15 March 2021, 19:31:51 UTC
refs/tags/v5.0 71c7bef Merge pull request #515 from bashtage/update-reqs MAINT: Update requirements for 5.0 22 July 2021, 16:50:53 UTC
refs/tags/v5.0.1 f399352 Merge pull request #516 from bashtage/add-req BUG: Include requirements in MANIFEST 22 July 2021, 22:37:30 UTC
refs/tags/v5.1.0 5e09e76 Merge pull request #537 from bashtage/alejandro-cermeno-patch-2 Alejandro cermeno patch 2 19 November 2021, 15:39:38 UTC
refs/tags/v5.2.0 305da7a Merge pull request #567 from bashtage/rls-5-2 RLS: Release 5.2 31 March 2022, 08:34:49 UTC
refs/tags/v5.3.0 8379ce5 Merge pull request #579 from bashtage/fix-typo BUG: Correct FIGARCH name 22 June 2022, 07:56:34 UTC
refs/tags/v5.3.1 001cf15 Merge pull request #580 from bashtage/rls-5.3.0 RLS: Release 5.3.0 22 June 2022, 08:18:43 UTC
refs/tags/v5.4.0 839dcf6 Merge pull request #638 from bashtage/rls-docs DOC: Add 5.4 release note 12 April 2023, 15:55:53 UTC
refs/tags/v5.5.0 1f277d6 Merge pull request #646 from bashtage/rls-5.5 RLS: Rlease note for 5.5 25 April 2023, 13:22:35 UTC
refs/tags/v5.6.0 6c6fb94 Merge pull request #663 from bashtage/backport-632 BUG: Fix issue with rescale and AR models 26 May 2023, 16:58:13 UTC
refs/tags/v6.0.0 0e59196 Merge pull request #660 from bashtage/upgrade-minimums MAINT: Bump Python to 3.9 22 May 2023, 11:50:39 UTC
refs/tags/v6.0.1 7463eac Merge pull request #661 from bashtage/rollback-cython MAINT: Rollback Cython to 0.29 branch 23 May 2023, 09:42:21 UTC
refs/tags/v6.1.0 72fbca4 Merge pull request #664 from bashtage/fix-632 DOC: Update release note 26 May 2023, 16:59:54 UTC
refs/tags/v6.2.0 95d1d65 Merge pull request #681 from bashtage/rls-6.2 RLS: Final changes for release 6.2 26 September 2023, 11:01:18 UTC
refs/tags/v6.3.0 ffe8292 Merge pull request #707 from bashtage/rls-6.3 RLS: Release 6.3 05 January 2024, 08:16:44 UTC
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