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Version 0.11.0 Release Candidate 1

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@bashtage bashtage released this 18 Dec 11:10
d932507

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.