https://github.com/bashtage/arch

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Revision Author Date Message Commit Date
72acfb6 Merge pull request #446 from bashtage/final-fix MAINT: Fix NumPy version 05 February 2021, 12:27:18 UTC
5251677 MAINT: Fix NumPy version 05 February 2021, 12:26:53 UTC
1ff7c98 Merge pull request #445 from bashtage/update-reqs MAINT: Update requirements 05 February 2021, 12:01:43 UTC
752c68e MAINT: Update requirements 05 February 2021, 12:01:17 UTC
592058e Merge pull request #444 from bashtage/common-asym ENH: Add common asymmetry 05 February 2021, 10:28:36 UTC
47e93a9 ENH: Add common asymmetry Add restriction that allows common asymmetry 05 February 2021, 10:06:10 UTC
b833cdb Merge pull request #443 from bashtage/aparch ENH: Add APARCH volatility process 04 February 2021, 18:21:45 UTC
e1e3bae ENH: Add APARCH volatility process Add APARCH volatility 04 February 2021, 18:19:44 UTC
ea14a71 Merge pull request #442 from bashtage/fix-backcast TEST: Add test that backcast is correct 27 January 2021, 10:44:27 UTC
18b8f57 TEST: Add test that backcast is correct Add test that backcast is correct 26 January 2021, 18:45:13 UTC
f85b76f Merge pull request #441 from bashtage/fix-439 DOC: Improve doc string example 26 January 2021, 00:17:51 UTC
2efd9ca DOC: Improve doc string example Improve example for VarianceRatio closes #439 26 January 2021, 00:14:44 UTC
3b01786 Merge pull request #438 from kigawas/patch-1 Update Python 3.9 build requirement 19 January 2021, 08:27:08 UTC
a2b9def Update pyproject.toml 19 January 2021, 08:14:17 UTC
c5c3ee3 Specify minimum numpy version 19 January 2021, 01:57:38 UTC
da89e91 Merge pull request #437 from bashtage/fix-df-model BUG: Correct DF Model 07 January 2021, 12:33:37 UTC
f96eaab BUG: Correct DF Model Use mean model rather than total parameters closes #319 07 January 2021, 12:08:38 UTC
dccb2df Merge pull request #436 from bashtage/mypy-updates MAINT: Update for type studs in NumPy 06 January 2021, 18:21:43 UTC
ae89f83 MAINT: Update for type studs in NumPy 06 January 2021, 17:39:14 UTC
9c7d54a Merge pull request #434 from bashtage/add-coverage Add coverage reporting 18 December 2020, 17:15:59 UTC
249a81d Add coverage reporting 18 December 2020, 16:39:14 UTC
50252ca Merge pull request #433 from bashtage/add-coverage MAINT: Add coverage 18 December 2020, 14:37:28 UTC
f5532ac MAINT: Add coverage 18 December 2020, 14:36:50 UTC
befa975 Merge pull request #432 from bashtage/simplify-conda MAINT: SImplify conda runs 18 December 2020, 13:06:17 UTC
c7e0386 MAINT: Continue simplifying conda 18 December 2020, 13:06:04 UTC
08e3262 MAINT: SImplify conda runs 18 December 2020, 07:47:27 UTC
e0a7109 Merge pull request #431 from bashtage/update-readme DOC: Update README 17 December 2020, 13:42:54 UTC
f47fa6d DOC: Update README Update with Azure CI badge 17 December 2020, 13:42:21 UTC
b07dd85 Merge pull request #429 from bashtage/conda MAINT: Add conda testing 17 December 2020, 08:42:01 UTC
47c3493 Merge pull request #430 from bashtage/gh-actions MAINT: Add action for docs 16 December 2020, 17:12:45 UTC
72bd557 MAINT: Add action for docs 16 December 2020, 17:12:04 UTC
ef6531e More updaes 16 December 2020, 16:50:33 UTC
e7ad7d5 Use official conda 16 December 2020, 16:32:07 UTC
ee23bc3 MAINT: Add conda testing 16 December 2020, 16:26:38 UTC
3fdc202 Merge pull request #428 from bashtage/sm-master MAINT: Add statsmodels master build 16 December 2020, 13:57:17 UTC
641beea MAINT: Add statsmodels master build Add statsmodels master build 16 December 2020, 13:56:48 UTC
f5dfc22 Merge pull request #427 from bashtage/add-azure MAINT: Fix azure 15 December 2020, 23:37:40 UTC
5f6dc6e Add a MPL backend 15 December 2020, 23:19:20 UTC
3fa7260 MAINT: Increase specificty of packages 15 December 2020, 23:02:17 UTC
a797ba3 Fix small issues in Azure 15 December 2020, 22:34:23 UTC
a44c452 Update nbconvert 15 December 2020, 19:00:58 UTC
20a7fd9 MAINT: Update MPL versions 15 December 2020, 18:46:55 UTC
b461f6f MAINT: Simplify 15 December 2020, 18:43:02 UTC
d5b5b61 MAINT: Improve test of install 15 December 2020, 18:36:16 UTC
622e97e MAINT: Fix azure 15 December 2020, 18:27:03 UTC
0cd2d30 Merge pull request #426 from bashtage/add-azure Add azure 15 December 2020, 18:24:26 UTC
3e3af8b MAINT: Move travis to stop run 15 December 2020, 18:23:53 UTC
d11ab12 MAINT: Add Azure Add Azure run 15 December 2020, 18:23:36 UTC
af99b2e Merge pull request #420 from reouno/master update an equation in forecasting.rst 04 November 2020, 14:02:02 UTC
2b4d06e update an equation in forecasting.rst 04 November 2020, 09:57:00 UTC
98bf941 Merge pull request #419 from bashtage/update-black MAINT: Update to black 20.8b1 22 October 2020, 15:58:54 UTC
cbaa1ce MAINT: Update to black 20.8b1 Update to latest black 22 October 2020, 13:44:36 UTC
2b8eee8 Merge pull request #418 from bashtage/update-mypy MAINT: Update for changes in mypy 20 October 2020, 06:50:00 UTC
8ac812e MAINT: Update for changes in mypy Update typing for new errors due to mypy changes 14 October 2020, 22:48:49 UTC
7795ac3 Merge pull request #417 from bashtage/har-docs BUG: Correct 2d model initializatiion in HAR 13 October 2020, 12:46:20 UTC
20879d4 BUG: Correct 2d model initializatiion in HAR Clarify how 2D is used and add test closes #411 13 October 2020, 11:21:26 UTC
a8d3c0c Merge pull request #412 from bashtage/revert-square-llvm MAINT: Revert square 28 September 2020, 10:35:50 UTC
efe10ee MAINT: Revert square Revers square due to bug in numba 0.50.x Use numba channel on Appveyor Use VS 2017 28 September 2020, 10:11:51 UTC
b420d51 Merge pull request #414 from gliptak/patch-4 Update Travis badge in README 28 September 2020, 09:53:20 UTC
1203104 Update Travis badge in README Signed-off-by: Gábor Lipták <gliptak@gmail.com> 26 September 2020, 18:42:38 UTC
ab7536a Merge pull request #408 from bashtage/update-black MAINT: Update to black 20.8b1 27 August 2020, 23:40:26 UTC
815531c MAINT: Update to black 20.8b1 Update to latest black 27 August 2020, 23:17:43 UTC
c5d4751 Merge pull request #406 from bashtage/deep-code-fixes MAINT: Clean up and mypy 27 August 2020, 17:06:32 UTC
af91046 MAINT: Fix mypy issues Fix new issues ith mypy due to NumPy getting types 27 August 2020, 10:08:47 UTC
27ebe1e MAINT: Remove redundant list Avoid calling list when not needed 26 August 2020, 09:15:19 UTC
86d622b Merge pull request #402 from bashtage/setuptools-first MAINT: Import setuptools first 20 July 2020, 08:39:35 UTC
eae4aae MAINT: Import setuptools first Import setuptools to avoid warnings and other issues Workaround numba bug in 0.50 20 July 2020, 07:33:15 UTC
d5f5b5b Merge pull request #400 from bashtage/update-reqs MAINT: Update requirements for docs 24 June 2020, 23:34:06 UTC
bc29133 MAINT: Update requirements for docs 24 June 2020, 23:33:30 UTC
3dcaed2 Merge pull request #399 from bashtage/rls-4.15 RLS: Release 4.15 24 June 2020, 19:18:47 UTC
1da94ce RLS: Release 4.15 24 June 2020, 17:09:47 UTC
3499c72 Merge pull request #398 from bashtage/reg-results-pp ENH: Add regression results to Phillips-Perron test 24 June 2020, 16:42:19 UTC
a3f865b ENH: Add regression results to Phillips-Perron test Add regression results closes #395 24 June 2020, 15:43:50 UTC
4cb68db Merge pull request #394 from syncoding/patch-1 Update README.md 24 June 2020, 15:32:46 UTC
5402747 Merge pull request #397 from bashtage/err-horizon-lt-1 ENH: Add explicit error for bad horizon 24 June 2020, 15:24:23 UTC
c6de761 ENH: Add explicit error for bad horizon Check that horizon is an int >= 1 24 June 2020, 14:50:50 UTC
74cd19c Update README.md The name of the scientist 'Engle' for Engle-Granger Test was mistakenly written as 'Emgle' in the cointegration tests section. 11 June 2020, 23:56:24 UTC
217eb05 Merge pull request #392 from bashtage/allow-1-d-exog ENH: Allow 1d exog 10 May 2020, 22:48:01 UTC
54f0f09 ENH: Allow 1d exog Reshape 1-d exog to 2d 10 May 2020, 22:46:44 UTC
55e0d00 DOC: Add RTD link Add a link to the RTD version of the docs 30 April 2020, 07:38:24 UTC
58a9b8f Merge pull request #389 from alexantoinefortin/patch-1 Updating Zivot-Andrews docstring 29 April 2020, 22:28:42 UTC
58abf7e Updating Zivot-Andrews docstring * Removing 'ctt' (not a valid value) * Adding 't' (valid value) 29 April 2020, 20:01:55 UTC
a10de3f Updating Zivot-Andrews docstring 'nc' is not a valid value for trend. 29 April 2020, 19:55:01 UTC
e2babf5 Merge pull request #387 from bashtage/update-docs DOC: Fix issues with versions menu 27 April 2020, 13:58:50 UTC
bcb8af2 DOC: Fix issues with versions menu Fix wrong URL in versions Update code for version string creation 27 April 2020, 12:53:36 UTC
38bc91f Merge pull request #386 from bashtage/update-adf-z BUG: Correct ADF-Z critical and p-values 25 April 2020, 00:01:43 UTC
211ece1 BUG: Correct ADF-Z critical and p-values Correct values for all 4 supported cases closes #385 24 April 2020, 23:25:41 UTC
62b6afd Merge pull request #384 from bashtage/update-docs-and-sim MAINT/DOC: Update simulation results and documentation 21 April 2020, 11:34:26 UTC
9de61cb MAINT/DOC: Update simulation results and documentation Add a dropdown IMprove the simulation code Regenerate critical values 21 April 2020, 10:57:18 UTC
8279e09 TST: Adjust test that fails on OSX Adjust test to avoid failure 17 April 2020, 15:44:02 UTC
f2651f8 Merge pull request #383 from bashtage/add-osx-run TST: Add a test run on OSX 17 April 2020, 14:19:58 UTC
391880c Try harder 17 April 2020, 13:50:19 UTC
c0d7441 TST: Add a test run on OSX Add a run on OSX 17 April 2020, 11:06:17 UTC
32e3f13 TST: Skip bad test on OSX Skip test that fails to converge on OSX 17 April 2020, 09:20:41 UTC
64e2c44 Merge pull request #382 from bashtage/rel-4.14 RLS: Relase 4.14 build 17 April 2020, 08:32:32 UTC
edea3e0 RLS: Relase 4.14 build 17 April 2020, 08:09:41 UTC
1b815f9 MAINT: Remove temp files Remove temporary files from simulation 16 April 2020, 14:51:21 UTC
16683d3 Merge pull request #381 from bashtage/test-doc TST: Enable doc test 16 April 2020, 12:57:49 UTC
959b2a4 TST: Enable doc test Enable doc test 16 April 2020, 11:59:40 UTC
1cb8343 Merge pull request #380 from bashtage/partial-simulation MAINT: Improve simulation 16 April 2020, 11:34:57 UTC
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