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ENH: Add variance forecasting #132

Merged
merged 1 commit into from
Dec 21, 2016
Merged

ENH: Add variance forecasting #132

merged 1 commit into from
Dec 21, 2016

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bashtage
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@bashtage bashtage commented Dec 16, 2016

Add variance forecasting to the forecast function[

  • Constant Variance Forecasting
  • GARCH Forecasting
  • EGARCH Forecasting
  • HARCH Forecasting
  • EWMA Forecasting
  • EWMA2006 Forecasting
  • Documentation
  • IPython notebook
  • Hedgehog plot
  • Test first_obs, last_obs and hold_back interaction with forecasting

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codecov-io commented Dec 16, 2016

Current coverage is 97.61% (diff: 97.25%)

Merging #132 into master will increase coverage by 0.19%

@@             master       #132   diff @@
==========================================
  Files            35         37      +2   
  Lines          6274       7626   +1352   
  Methods           0          0           
  Messages          0          0           
  Branches          0          0           
==========================================
+ Hits           6112       7444   +1332   
- Misses          162        182     +20   
  Partials          0          0           

Powered by Codecov. Last update 556e145...fb23342

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coveralls commented Dec 16, 2016

Coverage Status

Coverage increased (+0.008%) to 96.528% when pulling 2da2daa on variance-forecasting into 556e145 on master.

@coveralls
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Coverage Status

Coverage increased (+0.7%) to 97.259% when pulling 56e8c8f on variance-forecasting into 556e145 on master.

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@coveralls
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Coverage Status

Coverage increased (+0.7%) to 97.259% when pulling 56e8c8f on variance-forecasting into 556e145 on master.

@coveralls
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coveralls commented Dec 18, 2016

Coverage Status

Coverage increased (+0.5%) to 97.016% when pulling 390ad26 on variance-forecasting into 556e145 on master.

@bashtage bashtage force-pushed the variance-forecasting branch 2 times, most recently from 458af50 to 9ba0fc6 Compare December 18, 2016 23:44
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coveralls commented Dec 18, 2016

Coverage Status

Coverage increased (+0.5%) to 97.016% when pulling 9ba0fc6 on variance-forecasting into 556e145 on master.

@coveralls
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Coverage Status

Coverage decreased (-2.0%) to 94.533% when pulling b1f4f3b on variance-forecasting into 556e145 on master.

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@coveralls
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Coverage Status

Coverage decreased (-2.0%) to 94.533% when pulling b1f4f3b on variance-forecasting into 556e145 on master.

@coveralls
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Coverage Status

Coverage increased (+0.08%) to 96.601% when pulling 609839f on variance-forecasting into 556e145 on master.

1 similar comment
@coveralls
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Coverage Status

Coverage increased (+0.08%) to 96.601% when pulling 609839f on variance-forecasting into 556e145 on master.

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coveralls commented Dec 20, 2016

Coverage Status

Coverage increased (+0.08%) to 96.601% when pulling c0b9928 on variance-forecasting into 556e145 on master.

@coveralls
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Coverage Status

Coverage increased (+0.08%) to 96.601% when pulling fb23342 on variance-forecasting into 556e145 on master.

1 similar comment
@coveralls
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Coverage Status

Coverage increased (+0.08%) to 96.601% when pulling fb23342 on variance-forecasting into 556e145 on master.

Add variance forecasting for main forecast method
Add simulation-based forecasting
Add bootstrap-based forecasting
Add documentation for forecasting options
Add IPython notebook with examples
@bashtage bashtage merged commit 06bf437 into master Dec 21, 2016
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coveralls commented Dec 21, 2016

Coverage Status

Coverage increased (+0.5%) to 97.001% when pulling 637f06a on variance-forecasting into 556e145 on master.

@bashtage bashtage deleted the variance-forecasting branch December 21, 2016 14:29
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3 participants