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.
IndependentSamplesBootstrapto bootstrap inference on statistics from independent samples that may
have uneven length.
arch_lm_testto ARCH-LM tests on model residuals or standardized residuals.
- Fixed a bug in
ADFwhen applying to very short time series.
- Added ability to set the
random_statewhen initializing a bootstrap.