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Update arch to 4.10.0 #65

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This PR updates arch from 4.7 to 4.10.0.

Changelog

4.9.1

This is a bug fix release:

* Fix an import bug that prevents conda packages from being built

4.9.0

This is a feature and bug release. 

- Removed support for Python 2.7.
- Added `auto_bandwidth` to compute optimized bandwidth for a number of common kernel covariance estimators. This code was written by Michael Rabba.
- Added a parameter `rescale` to `arch_model` that allows the estimator to rescale data if it may help parameter
estimation. If `rescale=True`, then the data will be rescaled by a power of 10 (e.g., 10, 100, or 1000) to produce a series with a residual variance between 1 and 1000. The model is then estimated on the rescaled data. The scale is reported `ARCHModelResult.scale`. If `rescale=None`, a warning is produced if the data appear to be poorly scaled, but no change of scale is applied. If `rescale=False`, no scale change is applied and no warning is issued.
- Fixed a bug when using the BCA bootstrap method where the leave-one-out jackknife used the wrong centering variable.
- Added `ARCHModelResult.optimization_result` to simplify checking for convergence of the numerical optimizer.
- Added `random_state` argument to `HARX.forecast` to allow a `RandomState` objects to be passed in when forecasting when `method='bootstrap'`. This allows the repeatable forecast to be produced.
- Fixed a bug in `VarianceRatio` that used the wrong variance in nonrobust inference with overlapping samples.

4.8.1

This is a small release that fixes an issue identified after 4.8.0 was released where extension modules would not be correctly imported.

4.8.0

This is a feature and bug release.  Highlights include:

- Added Zivot-Andrews unit root test.
- Added data dependent lag length selection to the KPSS test.
- Added `IndependentSamplesBootstrap` to bootstrap inference on statistics from independent samples that may
have uneven length.
- Added `arch_lm_test` to ARCH-LM tests on model residuals or standardized residuals.
- Fixed a bug in `ADF` when applying to very short time series.
- Added ability to set the `random_state` when initializing a bootstrap.
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@pyup-bot pyup-bot mentioned this pull request Oct 14, 2019
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Closing this in favor of #83

@pyup-bot pyup-bot closed this Nov 24, 2019
@ThomasMBury ThomasMBury deleted the pyup-update-arch-4.7-to-4.10.0 branch November 24, 2019 15:50
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