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@bashtage bashtage released this Mar 27, 2019 · 13 commits to master since this release

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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