Merge pull request #463 from bashtage/rls-4.18

RLS: Release 4.18
bashtage · Mar 3, 2021 · 5be4eac · 5be4eac
2 parents 2ad7d7a + c636daf
commit 5be4eac
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diff --git a/doc/source/changes/4.0.txt b/doc/source/changes/4.0.txt
@@ -2,6 +2,11 @@
 Version 4
 =========
 
+Release 4.18
+============
+- Improved :func:`~arch.univariate.HARX.fit` performance of ARCH models.
+- Fixed a bug where ```typing_extensions`` was subtly introduced as a run-time dependency.
+
 Release 4.17
 ============
 - Fixed a bug that produced incorrect conditional volatility from EWMA models (:issue:`458`).

diff --git a/doc/source/conf.py b/doc/source/conf.py
@@ -269,7 +269,7 @@
 
 # Example configuration for intersphinx: refer to the Python standard library.
 intersphinx_mapping = {
-    "statsmodels": ("http://www.statsmodels.org/dev/", None),
+    "statsmodels": ("https://www.statsmodels.org/dev/", None),
     "matplotlib": ("https://matplotlib.org", None),
     "scipy": ("https://docs.scipy.org/doc/scipy/reference/", None),
     "python": ("https://docs.python.org/3/", None),

diff --git a/examples/bootstrap_examples.ipynb b/examples/bootstrap_examples.ipynb
diff --git a/examples/multiple-comparison_examples.ipynb b/examples/multiple-comparison_examples.ipynb
diff --git a/examples/unitroot_cointegration_examples.ipynb b/examples/unitroot_cointegration_examples.ipynb
diff --git a/examples/unitroot_examples.ipynb b/examples/unitroot_examples.ipynb
diff --git a/examples/univariate_using_fixed_variance.ipynb b/examples/univariate_using_fixed_variance.ipynb
diff --git a/examples/univariate_volatility_forecasting.ipynb b/examples/univariate_volatility_forecasting.ipynb
diff --git a/examples/univariate_volatility_modeling.ipynb b/examples/univariate_volatility_modeling.ipynb
diff --git a/examples/univariate_volatility_scenarios.ipynb b/examples/univariate_volatility_scenarios.ipynb
diff --git a/requirements-dev.txt b/requirements-dev.txt
@@ -1,9 +1,9 @@
 # Performance
-cython>=0.29.21
+cython>=0.29.22
 numba>=0.49,!=0.50.*
 
 # Graphics
-matplotlib>=2
+matplotlib>=3
 seaborn
 
 # Tests
@@ -16,8 +16,8 @@ isort
 flake8
 
 # Documentation
-ipython>=6
-sphinx>=1.8
+ipython>=7
+sphinx>=3
 sphinx_material
 nbsphinx
 jupyter