All Versions
21
Latest Version
Avg Release Cycle
148 days
Latest Release
674 days ago

Changelog History
Page 1

  • v0.13.0.dev0

    August 27, 2020
  • v0.12.1 Changes

    October 29, 2020

    ๐Ÿš€ This is a minor release from the 0.12.x branch with bug fixes and essential maintenance only.

  • v0.12.0 Changes

    August 27, 2020

    ๐Ÿš€ The statsmodels developers are happy to announce release 0.12.0. 239 issues were closed in this release and 221 pull requests were merged.

    Major new features include:

    • ๐Ÿ†• New exponential smoothing model: ETS (Error, Trend, Seasonal)
    • ๐Ÿ†• New dynamic factor model for large datasets and monthly/quarterly mixed frequency models
    • โšก๏ธ Decomposition of forecast updates based on the "news"
    • ๐Ÿ“œ Sparse Cholesky Simulation Smoother
    • Option to use Chandrasekhar recursions
    • Two popular methods for forecasting time series, forecasting after STL decomposition and the Theta model
    • Functions for constructing complex Deterministic Terms in time series models
    • ๐Ÿ†• New statistics function: one-way ANOVA-type tests, hypothesis tests for 2-samples and meta-analysis.
  • v0.12.0.rc0 Changes

    August 11, 2020

    ๐Ÿš€ The statsmodels developers are happy to announce the first release candidate for 0.12.0. 223 issues were closed in this release and 208 pull requests were merged. Major new features include:

    • ๐Ÿ†• New exponential smoothing model: ETS (Error, Trend, Seasonal)
    • ๐Ÿ†• New dynamic factor model for large datasets and monthly/quarterly mixed frequency models
    • โšก๏ธ Decomposition of forecast updates based on the "news"
    • ๐Ÿ“œ Sparse Cholesky Simulation Smoother
    • Option to use Chandrasekhar recursions
    • Two popular methods for forecasting time series, forecasting after STL decomposition and the Theta model
    • Functions for constructing complex Deterministic Terms in time series models
  • v0.12.0.dev0

    January 22, 2020
  • v0.11.1 Changes

    February 21, 2020

    ๐Ÿš€ This is a bug fix release. It fixes a small number of bugs including two that affect the installation on statmodels on Python 2.7 and 3.8.

    ๐Ÿš€ See the full release notes (or in rst format) for the full set of backported pull requests.

  • v0.11.0dev0

    July 15, 2019
  • v0.11.0.rc2 Changes

    January 15, 2020

    ๐Ÿš€ The second and final release candidate for statsmodels 0.11.

    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 modelsยถ
      • Methods to apply parameters fitted on one dataset to another datasetยถ
      • 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

    ๐Ÿš€ See release notes for full details.

  • v0.11.0.rc1 Changes

    December 18, 2019

    ๐Ÿš€ Release candidate for statsmodels 0.11.

    Major new features include:

    • Regression
      • Rolling OLS and WLS
    • Statistics
      • Oaxaca-Blinder decomposition
    • Statespace Models
      • Statespace-based Linear exponential smoothing modelsยถ
      • Methods to apply parameters fitted on one dataset to another datasetยถ
      • 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

    ๐Ÿš€ See release notes for full details.

  • v0.11.0.dev0

    July 15, 2019