statsmodels developers are happy to announce a new release.
Major new features include:
- Regression
- Rolling OLS and WLS
- Statistics
- Oaxaca-Blinder decomposition
- Distance covariance measures (new in RC2)
- New regression diagnostic tools (new in RC2)
- Statespace Models
- Statespace-based Linear exponential smoothing models¶
- Methods to apply parameters fitted on one dataset to another dataset¶
- Method to hold some parameters fixed at known values
- Option for low memory operations
- Improved access to state estimates
- Improved simulation and impulse responses for time-varying models
- Time-Series Analysis
- STL Decomposition
- New AR model
- New ARIMA model
- Zivot-Andrews Test
- More robust regime-switching models