statsmodels v0.12.0.dev0 Release Notes

Release Date: 2020-01-22 // 5 months ago

Previous changes from v0.11.0.rc2

  • 🚀 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

    🚀 See release notes for full details.