Changelog History
Page 1
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v0.13.0.dev0
August 27, 2020 -
v0.12.1 Changes
October 29, 2020🚀 This is a minor release from the 0.12.x branch with bug fixes and essential maintenance only.
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v0.12.0 Changes
August 27, 2020🚀 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:
- 🆕 New exponential smoothing model: ETS (Error, Trend, Seasonal)
- 🆕 New dynamic factor model for large datasets and monthly/quarterly mixed frequency models
- ⚡️ Decomposition of forecast updates based on the "news"
- 📜 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
- 🆕 New statistics function: one-way ANOVA-type tests, hypothesis tests for 2-samples and meta-analysis.
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v0.12.0.rc0 Changes
August 11, 2020🚀 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:
- 🆕 New exponential smoothing model: ETS (Error, Trend, Seasonal)
- 🆕 New dynamic factor model for large datasets and monthly/quarterly mixed frequency models
- ⚡️ Decomposition of forecast updates based on the "news"
- 📜 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
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v0.12.0.dev0
January 22, 2020 -
v0.11.1 Changes
February 21, 2020🚀 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.
🚀 See the full release notes (or in rst format) for the full set of backported pull requests.
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v0.11.0dev0
July 15, 2019 -
v0.11.0.rc2 Changes
January 15, 2020🚀 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 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
- Regression
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v0.11.0.rc1 Changes
December 18, 2019🚀 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 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
- Regression
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v0.11.0.dev0
July 15, 2019