Skip to content

@bashtage bashtage released this Mar 27, 2019

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.
Assets 2