statsmodels v0.11.0.rc1 Release Notes

Release Date: 2019-12-18 // 6 months ago
  • 🚀 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

    🚀 See release notes for full details.