Releases: bashtage/arch
Releases · bashtage/arch
Release 4.1
Minor release with bug fixes and the FixedVariance process.
Adds support for 3.6 in anaconda.org.
Release 4.0
Variance forecasting to ARCH models
Minor release
Primarily doc fixes and a few bugs squished. No major new features.
Point release
Added a small number of features, primarily the fix
method which allows models to be "fit" using
user-specified parameters.
Version 3.0
New release featuring many small fixes and three multiple comparison procedures:
- Test of Superior Predictive Ability (Reality Check)
- Model Confidence Set
- Stepwise Multiple Comparison
Version 2.1
Included code to perform unit root tests.
Version 2.0
- Reorganized the ARCH code to allow expansion
- Added a comprehensive bootstrap framework for future application in multiple comparison tests
Version 1.0
Initial release of arch. Matches code available on pypi and binstar.