HEAD | c7de747 | Merge pull request #726 from bashtage/small-doc-fixes DOC: Small doc fixes | 17 May 2024, 11:02:01 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 | 553ae8a | Github Actions doc build after commit c7de747f | 17 May 2024, 11:04:46 UTC |
refs/heads/main | c7de747 | Merge pull request #726 from bashtage/small-doc-fixes DOC: Small doc fixes | 17 May 2024, 11:02:01 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/snyk-fix-3248a7efcb4c850e87d84c2134e3a418 | 4fce8e0 | fix: requirements-dev.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-URLLIB3-7267250 | 19 June 2024, 00:44:48 UTC |
refs/heads/snyk-fix-5d9d976a23c906c635d2991fceacefde | e3653fa | fix: doc/requirements.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-ZIPP-7430899 | 10 July 2024, 08:16:31 UTC |
refs/heads/snyk-fix-5fecdeb12b8d36d89c0463f15ae3d9b7 | a52caa4 | fix: requirements-dev.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-ANYIO-7361842 | 25 June 2024, 00:47:56 UTC |
refs/heads/snyk-fix-64e24118bd0bf5241fbbed89c0a82e96 | 35347aa | fix: requirements-dev.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-ZIPP-7430899 | 10 July 2024, 08:06:16 UTC |
refs/heads/snyk-fix-79f910005fcb27c67ea6e5a0691aa27f | 2a753df | fix: requirements-dev.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-JUPYTERSERVER-7217832 - https://snyk.io/vuln/SNYK-PYTHON-TORNADO-7217828 - https://snyk.io/vuln/SNYK-PYTHON-TORNADO-7217829 | 08 June 2024, 07:24:13 UTC |
refs/heads/snyk-fix-8aef5e731aa9d0fa2de7dc85f1ac5e3f | 17e02a3 | fix: doc/requirements.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-SETUPTOOLS-7448482 | 16 July 2024, 08:09:19 UTC |
refs/heads/snyk-fix-aeb6366352814f8e9aa435f982676b28 | 2361a51 | fix: doc/requirements.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-REQUESTS-6928867 | 22 May 2024, 21:11:34 UTC |
refs/heads/snyk-fix-c7a0da2cf829128681f68065e0f81229 | 57e1d63 | fix: requirements-dev.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-REQUESTS-6928867 | 21 May 2024, 10:58:09 UTC |
refs/heads/snyk-fix-cf25f62b5402507e42a4c04b9b3903ee | 53cdc71 | fix: doc/requirements.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-ANYIO-7361842 | 25 June 2024, 00:30:25 UTC |
refs/heads/snyk-fix-e216f219a981d16693d29e70aacd5acc | a0e012a | fix: doc/requirements.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-URLLIB3-7267250 | 19 June 2024, 00:50:04 UTC |
refs/heads/snyk-fix-e4a4af7cfde2de0b846ed69dcd5a6081 | 3ed1d42 | fix: requirements-dev.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-ANYIO-7361842 - 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-JUPYTERSERVER-7217832 - https://snyk.io/vuln/SNYK-PYTHON-NUMPY-2321964 - https://snyk.io/vuln/SNYK-PYTHON-NUMPY-2321966 - https://snyk.io/vuln/SNYK-PYTHON-NUMPY-2321970 - 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-PILLOW-6219984 - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6219986 - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6514866 - https://snyk.io/vuln/SNYK-PYTHON-REQUESTS-6928867 - https://snyk.io/vuln/SNYK-PYTHON-SETUPTOOLS-3180412 - https://snyk.io/vuln/SNYK-PYTHON-SETUPTOOLS-7448482 - https://snyk.io/vuln/SNYK-PYTHON-TORNADO-5537286 - https://snyk.io/vuln/SNYK-PYTHON-TORNADO-5840803 - https://snyk.io/vuln/SNYK-PYTHON-TORNADO-6041512 - https://snyk.io/vuln/SNYK-PYTHON-TORNADO-7217828 - https://snyk.io/vuln/SNYK-PYTHON-TORNADO-7217829 - https://snyk.io/vuln/SNYK-PYTHON-URLLIB3-7267250 - https://snyk.io/vuln/SNYK-PYTHON-ZIPP-7430899 | 17 July 2024, 08:25:59 UTC |
refs/heads/snyk-fix-eabea71504fc2ebb7f10e5b69788554f | 6d67ea0 | 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-PILLOW-6219984 - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6219986 - https://snyk.io/vuln/SNYK-PYTHON-PILLOW-6514866 - 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 | 08 April 2024, 20:56:20 UTC |
refs/heads/snyk-fix-ed23227e8af62a74b827c646d7288bb3 | 3bf49e7 | fix: doc/requirements.txt to reduce vulnerabilities The following vulnerabilities are fixed by pinning transitive dependencies: - https://snyk.io/vuln/SNYK-PYTHON-JUPYTERSERVER-7217832 - https://snyk.io/vuln/SNYK-PYTHON-TORNADO-7217828 - https://snyk.io/vuln/SNYK-PYTHON-TORNADO-7217829 | 07 June 2024, 21:45:34 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 |
refs/tags/v7.0.0 | a61dc7d | Merge pull request #722 from bashtage/rls-7 DOC: Update for release 7.0 | 16 April 2024, 17:27:51 UTC |