Version 0.11.0 Release Candidate 1

Release candidate for statsmodels 0.11.

Major new features include:

• Regression
  • Rolling OLS and WLS
• Statistics
  • Oaxaca-Blinder decomposition
• Statespace Models
  • Statespace-based Linear exponential smoothing models¶
  • Methods to apply parameters fitted on one dataset to another dataset¶
  • Method to hold some parameters fixed at known values
  • Option for low memory operations
  • Improved access to state estimates
  • Improved simulation and impulse responses for time-varying models
• Time-Series Analysis
  • STL Decomposition
  • New AR model
  • New ARIMA model
  • Zivot-Andrews Test
  • More robust regime switching models

See release notes for full details.

Release 0.10.2

This is a minor release from the 0.10.x branch with bug fixes and essential maintenance only. The key new feature is:

• Compatibility with Python 3.8

Release 0.10.1

This is a minor release from the 0.10.x branch with bug fixes and essential maintenance only. The key features are:

• Compatibility with pandas 0.25
• Compatibility with Numpy 1.17

Release 0.10.0

This is a major release from 0.9.0 and includes a number new statistical models and many bug fixes.

Highlights include:

• Generalized Additive Models. This major feature is experimental and may change.
• Conditional Models such as ConditionalLogit, which are known as fixed effect models in Econometrics.
• Dimension Reduction Methods include Sliced Inverse Regression, Principal Hessian Directions and Sliced Avg. Variance Estimation
• Regression using Quadratic Inference Functions (QIF)
• Gaussian Process Regression

See the release notes for a full list of all the change from 0.9.0.

python -m pip install --upgrade statsmodels

Note that 0.10.x will likely be the last series of releases to support Python 2, so please consider upgrading to Python 3 if feasible.

Please report any issues with the release candidate on the statsmodels issue tracker.

Version 0.10.0 Release Candidate 2

Release candidate for 0.10.0.

See the release notes in the documentation for details on the changes.

Version 0.9.0 Release

Merge pull request #4633 from josef-pkt/backport_0.9.0

Backport 0.9.0

Version 0.9.0 Release Candidate 1

Merge pull request #4571 from josef-pkt/MAINT_setup_readme

MAINT: update setup.py and README.rst

Version 0.8.0 Release

Merge pull request #3458 from bashtage/add-module-tags-to-docs

DOC: Add module tags to docs

Version 0.8.0 Release Candidate 1

Merge pull request #3064 from TomAugspurger/ros-sort

COMPAT: pandas.sort in ros.py