Release 0.11.0¶
Release summary¶
statsmodels is using github to store the updated documentation. Two version are available:
Stable, the latest release
Development, the latest build of the master branch
Warning
API stability is not guaranteed for new features, although even in this case changes will be made in a backwards compatible way if possible. The stability of a new feature depends on how much time it was already in statsmodels master and how much usage it has already seen. If there are specific known problems or limitations, then they are mentioned in the docstrings.
Release Statistics¶
Issues Closed: 320
Pull Requests Merged: 266
The Highlights¶
Regression¶
Rolling OLS and WLS are implemented in RollingOLS
and RollingWLS
. These function similarly to the estimators
recently removed from pandas.
Statistics¶
Add the Oaxaca-Blinder decomposition (OaxacaBlinder
) that
decomposes the difference in group means into with and between components.
Statespace Models¶
Linear exponential smoothing models¶
Model class:
ExponentialSmoothing
Alternative to
ExponentialSmoothing
Only supports linear models
Is part of the class of state space models and so inherits some additional functionality.
Methods to apply parameters fitted on one dataset to another dataset¶
Methods:
extend
,append
, andapply
, for state space results classesThese methods allow applying fitted parameters from a training dataset to a test dataset in various ways
Useful for conveniently performing cross-validation exercises
Method to hold some parameters fixed at known values¶
Methods:
statsmodels.tsa.statespace.mlemodel.MLEModel.fix_params
andstatsmodels.tsa.statespace.mlemodel.MLEModel.fit_constrained
for state space model classes.These methods allow setting some parameters to known values and then estimating the remaining parameters
Option for low memory operations¶
Argument:
low_memory=True
, forfit
,filter
, andsmooth
Only a subset of results are available when using this option, but it does allow for prediction, diagnostics, and forecasting
Useful to speed up cross-validation exercises
Improved access to state estimates¶
Attribute:
states
, for state space results classesWraps estimated states (predicted, filtered, smoothed) as Pandas objects with the appropriate index.
Adds human-readable names for states, where possible.
Improved simulation and impulse responses for time-varying models¶
Argument:
anchor
allows specifying the period after which to begin the simulation.Example: to simulate data following the sample period, use
anchor='end'
Time-Series Analysis¶
STL Decomposition¶
Class implementing the STL decomposition
STL
.
New AR model¶
Model class:
AutoReg
Estimates parameters using conditional MLE (OLS)
Adds the ability to specify exogenous variables, include time trends, and add seasonal dummies.
The function
ar_select_order
performs lag length selection for AutoReg models.
New ARIMA model¶
Model class:
ARIMA
- Incorporates a variety of SARIMA estimators
MLE via state space methods (SARIMA models)
MLE via innovations algorithm (SARIMA models)
Hannan-Rissanen (ARIMA models)
Burg’s method (AR models)
Innovations algorithm (MA models)
Yule-Walker (AR models)
Handles exogenous regressors via GLS or by MLE with state space methods.
Is part of the class of state space models and so inherits some additional functionality.
Zivot-Andrews Test¶
The Zivot-Andrews test for unit roots in the presence of structural breaks has
been added in zivot_andrews
.
More robust regime switching models¶
Implementation of the Hamilton filter and Kim smoother in log space avoids underflow errors.
What’s new - an overview¶
The following lists the main new features of statsmodels 0.10. In addition, release 0.10 includes bug fixes, refactorings and improvements in many areas.
Major Feature¶
Allow fixing parameters in state space models (PR #5735)
Add new version of ARIMA-type estimators (AR, ARIMA, SARIMAX) (PR #5827)
Add STL decomposition for time series (PR #5926)
Functional SIR (PR #5963)
Zivot Andrews test (PR #6014)
Added Oaxaca-Blinder Decomposition (PR #6026)
Add rolling WLS and OLS (PR #6028)
Replacement for AR (PR #6087)
Performance Improvements¶
Cythonize innovations algo and filter (PR #5947)
Only perform required predict iterations in state space models (PR #6064)
State space: Improve low memory usability; allow in fit, loglike (PR #6071)
Submodules¶
base
¶
Clarify xname length and purpose (PR #5957)
Remove unnecessary pickle use (PR #6091)
Fix accepting of eval environment for formula (PR #6152)
Workaround NumPy ptp issue (PR #6316)
discrete
¶
genmod
¶
Improvements to BayesMixedGLM docs, argument checking (PR #5895)
Scale parameter handling in GEE (PR #6208)
Add example notebook for GEE score tests (PR #6299)
graphics
¶
Plot only unique censored points (PR #6124)
Add missing keyword argument to plot_acf (PR #6227)
And vlines option to plot_fit (PR #6266)
Pass arguments through in plot_leverage_resid2 (PR #6281)
io
¶
Clarify summary2 documentation (PR #6118)
nonparametric
¶
regression
¶
Test for anova_nistcertified (PR #5797)
Remove no-longer-needed HC_se lookups (PR #5841)
Dimension reduction for covariance matrices (PR #5852)
Use class to define MixedLM variance components structure (PR #5898)
Add rolling WLS and OLS (PR #6028)
Prepare for Rolling Least Squares (PR #6056)
Improve regression doc strings (PR #6077)
Fix summary table header for mixedlm (PR #6217)
robust
¶
stats
¶
Lilliefors min nobs not set (PR #5610)
Replace alpha=0.05 with alpha=alpha (PR #5998)
Added Oaxaca-Blinder Decomposition (PR #6026)
Improve Ljung-Box (PR #6079)
Correct thresholding in corrrelation tools (PR #6105)
Use self.data consistently (PR #6144)
Better argument checking for StratifiedTable (PR #6294)
Restore multicomp (PR #6320)
Improve Ljung Box diagnostics (PR #6324)
tools
¶
Fix error introduced in isestimable (PR #6081)
tsa
¶
Use cython fused types to simplify statespace code (PR #5283)
Allow fixing parameters in state space models (PR #5735)
Markov switching in log space: Hamilton filter / Kim smoother (PR #5826)
Add new version of ARIMA-type estimators (AR, ARIMA, SARIMAX) (PR #5827)
Exponential smoothing - damped trend gives incorrect param, predictions (PR #5893)
State space: add methods to apply fitted parameters to new observations or new dataset (PR #5915)
TVTP for Markov regression (PR #5917)
Add STL decomposition for time series (PR #5926)
Cythonize innovations algo and filter (PR #5947)
Zivot Andrews test (PR #6014)
Improve ARMA startparams (PR #6018)
Fix ARMA so that it works with exog when trend=nc (PR #6070)
Clean tsatools docs (PR #6075)
Improve Ljung-Box (PR #6079)
Replacement for AR (PR #6087)
Incorrect TSA index if loc resolves to slice (PR #6130)
Division by zero in exponential smoothing if damping_slope=0 (PR #6232)
Forecasts now ignore non-monotonic period index (PR #6242)
Hannan-Rissanen third stage is invalid if non-stationary/invertible (PR #6258)
Fix notebook (PR #6279)
Correct VAR sumary when model contains exog variables (PR #6286)
Fix conf interval with MI (PR #6297)
Ensure inputs are finite in granger causalty test (PR #6318)
Fix trend due to recent changes (PR #6321)
Improve Ljung Box diagnostics (PR #6324)
Documentation for release v0.11 (PR #6338)
Fix _get_index_loc with date strings (PR #6340)
tsa.statespace
¶
Use cython fused types to simplify statespace code (PR #5283)
Allow fixing parameters in state space models (PR #5735)
Add new version of ARIMA-type estimators (AR, ARIMA, SARIMAX) (PR #5827)
MLEModel now passes nobs to Representation (PR #6050)
Only perform required predict iterations in state space models (PR #6064)
State space: Improve low memory usability; allow in fit, loglike (PR #6071)
State space: cov_params computation in fix_params context (PR #6072)
Add conserve memory tests. (PR #6073)
Improve cov_params in append, extend, apply (PR #6074)
Seasonality in SARIMAX Notebook (PR #6096)
Improve SARIMAX start_params if too few nobs (PR #6102)
Fix score computation with fixed params (PR #6104)
Add exact diffuse initialization as an option for SARIMAX, UnobservedComponents (PR #6111)
Compute standardized forecast error in diffuse period if possible (PR #6131)
Start_params for VMA model with exog. (PR #6133)
Adds state space version of linear exponential smoothing models (PR #6179)
State space: add wrapped states and, where possible, named states (PR #6181)
Allow dynamic factor starting parameters computation with NaNs values (PR #6231)
Dynamic factor model use AR model for error start params if error_var=False (PR #6233)
SARIMAX index behavior with simple_differencing=True (PR #6239)
Parameter names in DynamicFactor for unstructured error covariance matrix (PR #6240)
SARIMAX: basic validation for order, seasonal_order (PR #6241)
Update SARIMAX to use SARIMAXSpecification for more consistent input handling (PR #6250)
State space: Add finer-grained memory conserve settings (PR #6254)
Cloning of arima.ARIMA models. (PR #6260)
State space: saving fixed params w/ extend, apply, append (PR #6261)
State space: Improve simulate, IRF, prediction (PR #6280)
State space: deprecate out-of-sample w/ unsupported index (PR #6332)
State space: integer params can cause imaginary output (PR #6333)
Append, extend check that index matches model (PR #6334)
Fix k_exog, k_trend in arima.ARIMA; raise error when cloning a model with exog if no new exog given (PR #6337)
Documentation for release v0.11 (PR #6338)
tsa.vector.ar
¶
Raise in GC test for VAR(0) (PR #6285)
Correct VAR sumary when model contains exog variables (PR #6286)
Build¶
Ignore warns on 32 bit linux (PR #6005)
Travis CI: The sudo: tag is deprecated in Travis (PR #6161)
Relax precision for ppc64el (PR #6222)
Maintenance¶
Implement cached_value, cached_data proof of concept (PR #4421)
Use Appender pattern for docstrings (PR #5235)
Remove sandbox.formula, supplanted by patsy (PR #5692)
Remove docstring’d-out traceback for code that no longer raises (PR #5757)
Enable/mark mangled/commented-out tests (PR #5768)
Implement parts of #5220, deprecate ancient aliases (PR #5784)
Catch warnings produced during tests (PR #5799)
Parts of iolib (PR #5814)
E701 multiple statements on one line (colon) (PR #5842)
Remove ex_pairwise file dominated by try_tukey_hsd (PR #5856)
Fix pandas compat (PR #5892)
Use pytest.raises to check error message (PR #5897)
Bump dependencies (PR #5910)
Fix pandas imports (PR #5922)
Remove Python 2.7 from Appveyor (PR #5927)
Relax tol on test that randomly fails (PR #5931)
Fix test that fails with positive probability (PR #5933)
Port parts of #5220 (PR #5935)
Remove Python 2.7 from travis (PR #5938)
Fix linting failures (PR #5940)
Drop redendant travis configs (PR #5950)
Mark MPL test as MPL (PR #5954)
Deprecate periodogram (PR #5958)
Ensure seaborn is available for docbuild (PR #5960)
Cython cleanups (PR #5962)
Remove PY3 (PR #5965)
Remove future and Python 2.7 (PR #5969)
Remove string_types in favor of str (PR #5972)
Restore ResettableCache (PR #5976)
Cleanup legacy imports (PR #5977)
Follow-up to #5956 (PR #5982)
Clarify breusch_pagan is for scalars (PR #5984)
Add W605 to lint codes (PR #5987)
Follow-up to #5928 (PR #5988)
Add spell checking (PR #5990)
Remove comment no longer relevant (PR #5991)
Refactor X13 testing (PR #6001)
Standardized on nlags for acf/pacf (PR #6002)
Rename forecast years to forecast periods (PR #6007)
Improve testing of seasonal decompose (PR #6011)
Remove notes about incorrect test (PR #6015)
Turn relative import into an absolute import (PR #6030)
Change types for future changes in NumPy (PR #6039)
Move garch to archive/ (PR #6059)
Fix small lint issue (PR #6066)
Stop testing on old, bugy SciPy (PR #6069)
Small fixes in preperation for larger changes (PR #6088)
Add tools for programatically manipulating docstrings (PR #6090)
Ensure r download cache works (PR #6092)
Fix new cache name (PR #6093)
Fix wrong test (PR #6094)
Remove extra LICENSE.txt and setup.cfg (PR #6117)
Be compatible with scipy 1.3 (PR #6164)
Don’t assume that ‘python’ is Python 3 (PR #6165)
Exclude pytest-xdist 1.30 (PR #6205)
Add Python 3.8 environment (PR #6246)
Ignore vscode (PR #6255)
Update test tolerance (PR #6288)
Remove open_help method (PR #6290)
Remove deprecated code in preperation for release (PR #6291)
Deprecate recarray support (PR #6310)
Reduce test size to prevent 32-bit crash (PR #6311)
Remove chain dot (PR #6312)
Catch and fix warnings (PR #6313)
Use NumPy’s linalg when available (PR #6315)
bug-wrong¶
A new issue label type-bug-wrong indicates bugs that cause that incorrect numbers are returned without warnings. (Regular bugs are mostly usability bugs or bugs that raise an exception for unsupported use cases.) see tagged issues
Major Bugs Fixed¶
See github issues for a list of bug fixes included in this release
Development summary and credits¶
Besides receiving contributions for new and improved features and for bugfixes, important contributions to general maintenance for this release came from
Chad Fulton
Brock Mendel
Peter Quackenbush
Kerby Shedden
Kevin Sheppard
and the general maintainer and code reviewer
Josef Perktold
Additionally, many users contributed by participation in github issues and providing feedback.
Thanks to all of the contributors for the 0.10 release (based on git log):
Atticus Yang
Austin Adams
Brock Mendel
Chad Fulton
Christian Clauss
Emil Mirzayev
Graham Inggs
Guglielmo Saggiorato
Hassan Kibirige
Ian Preston
Jefferson Tweed
Josef Perktold
Keller Scholl
Kerby Shedden
Kevin Sheppard
Lucas Roberts
Mandy Gu
Omer Ozen
Padarn Wilson
Peter Quackenbush
Qingqing Mao
Rebecca N. Palmer
Samesh Lakhotia
Sandu Ursu
Tim Staley
Yasine Gangat
comatrion
luxiform
partev
vegcev
郭飞
These lists of names are automatically generated based on git log, and may not be complete.
Merged Pull Requests¶
The following Pull Requests were merged since the last release:
PR #4421: ENH: Implement cached_value, cached_data proof of concept
PR #5235: STY: use Appender pattern for docstrings
PR #5283: ENH: Use cython fused types to simplify statespace code
PR #5610: BUG: Lilliefors min nobs not set
PR #5692: MAINT: remove sandbox.formula, supplanted by patsy
PR #5735: ENH: Allow fixing parameters in state space models
PR #5757: MAINT: Remove docstring’d-out traceback for code that no longer raises
PR #5768: WIP/TST: enable/mark mangled/commented-out tests
PR #5784: MAINT: implement parts of #5220, deprecate ancient aliases
PR #5797: TST: test for anova_nistcertified
PR #5799: TST: Catch warnings produced during tests
PR #5814: CLN: parts of iolib
PR #5819: CLN: robust
PR #5821: CLN: test_constrained
PR #5826: ENH/REF: Markov switching in log space: Hamilton filter / Kim smoother
PR #5827: ENH: Add new version of ARIMA-type estimators (AR, ARIMA, SARIMAX)
PR #5832: DOC: remove orphaned docs files
PR #5841: MAINT: remove no-longer-needed HC_se lookups
PR #5842: CLN: E701 multiple statements on one line (colon)
PR #5852: ENH: Dimension reduction for covariance matrices
PR #5856: MAINT: remove ex_pairwise file dominated by try_tukey_hsd
PR #5892: BUG: fix pandas compat
PR #5893: BUG: exponential smoothing - damped trend gives incorrect param, predictions
PR #5895: DOC: improvements to BayesMixedGLM docs, argument checking
PR #5897: MAINT: Use pytest.raises to check error message
PR #5898: ENH: use class to define MixedLM variance components structure
PR #5903: BUG: Fix kwargs update bug in linear model fit_regularized
PR #5910: MAINT: Bump dependencies
PR #5915: ENH: state space: add methods to apply fitted parameters to new observations or new dataset
PR #5917: BUG: TVTP for Markov regression
PR #5921: BUG: Ensure exponential smoothers has continuous double data
PR #5922: MAINT: Fix pandas imports
PR #5926: ENH: Add STL decomposition for time series
PR #5927: MAINT: Remove Python 2.7 from Appveyor
PR #5928: ENH: Add array_like function to simplify input checking
PR #5929: DOC: array-like -> array_like
PR #5930: BUG: Limit lags in KPSS
PR #5931: MAINT: Relax tol on test that randomly fails
PR #5933: MAINT: Fix test that fails with positive probability
PR #5935: CLN: port parts of #5220
PR #5937: DOC: Change some more links to https
PR #5938: MAINT: Remove Python 2.7 from travis
PR #5939: DOC: Fix self-contradictory minimum dependency versions
PR #5940: MAINT: Fix linting failures
PR #5946: DOC: Fix formula for log-like in WLS
PR #5947: PERF: Cythonize innovations algo and filter
PR #5948: ENH: Normalize eigenvectors from coint_johansen
PR #5949: DOC: Fix typo
PR #5950: MAINT: Drop redendant travis configs
PR #5951: BUG: Fix mosaic plot with missing category
PR #5952: ENH: Improve RESET test stability
PR #5953: ENH: Add type checkers/converts for int, float and bool
PR #5954: MAINT: Mark MPL test as MPL
PR #5956: BUG: Fix mutidimensional model cov_params when using pandas
PR #5957: DOC: Clarify xname length and purpose
PR #5958: MAINT: Deprecate periodogram
PR #5960: MAINT: Ensure seaborn is available for docbuild
PR #5962: CLN: cython cleanups
PR #5963: ENH: Functional SIR
PR #5964: ENH: Add start_params to RLM
PR #5965: MAINT: Remove PY3
PR #5966: ENH: Add JohansenResults class
PR #5967: BUG/ENH: Improve RLM in the case of perfect fit
PR #5968: BUG: Make mad function behave correctly when used on empty inputs
PR #5969: MAINT: Remove future and Python 2.7
PR #5971: BUG: Fix a future issue in ExpSmooth
PR #5972: MAINT: Remove string_types in favor of str
PR #5976: MAINT: Restore ResettableCache
PR #5977: MAINT: Cleanup legacy imports
PR #5982: CLN: follow-up to #5956
PR #5983: BUG: Fix return for RegressionResults
PR #5984: MAINT: Clarify breusch_pagan is for scalars
PR #5986: DOC: Add parameters for CountModel predict
PR #5987: MAINT: add W605 to lint codes
PR #5988: CLN: follow-up to #5928
PR #5990: MAINT/DOC: Add spell checking
PR #5991: MAINT: Remove comment no longer relevant
PR #5992: DOC: Fix many spelling errors
PR #5994: DOC: Small fixups after the spell check
PR #5995: ENH: Add R-squared and Adj. R_squared to summary_col
PR #5996: BUG: Limit lags in KPSS
PR #5997: ENH/BUG: Add check to AR instance to prevent bugs
PR #5998: BUG: Replace alpha=0.05 with alpha=alpha
PR #5999: ENH: Add summary to AR
PR #6000: DOC: Clarify that GARCH models are deprecated
PR #6001: MAINT: Refactor X13 testing
PR #6002: MAINT: Standardized on nlags for acf/pacf
PR #6003: BUG: Do not fit when fit=False
PR #6004: ENH/BUG: Allow ARMA predict to swallow typ
PR #6005: MAINT: Ignore warns on 32 bit linux
PR #6006: BUG/ENH: Check exog in ARMA and ARIMA predict
PR #6007: MAINT: Rename forecast years to forecast periods
PR #6008: ENH: Allow GC testing for specific lags
PR #6009: TST: Verify categorical is supported for MNLogit
PR #6010: TST: Imrove test that is failing due to precision issues
PR #6011: MAINT/BUG/TST: Improve testing of seasonal decompose
PR #6012: BUG: Fix t-test and f-test for multidim params
PR #6014: ENH: Zivot Andrews test
PR #6015: CLN: Remove notes about incorrect test
PR #6016: TST: Add check for dtyppes in Binomial
PR #6017: ENH: Set limit for number of endog variables when using formulas
PR #6018: ENH: Improve ARMA startparams
PR #6019: BUG: Fix ARMA cov_params
PR #6020: TST: Correct test to use trend not level
PR #6022: DOC: added content for two headings in VAR docs
PR #6023: TST: Verify missing exog raises in ARIMA
PR #6026: WIP: Added Oaxaca-Blinder Decomposition
PR #6028: ENH: Add rolling WLS and OLS
PR #6030: MAINT: Turn relative import into an absolute import
PR #6031: DOC: Fix regression doc strings
PR #6036: BLD/DOC: Add doc string check to doc build
PR #6038: DOC: Apply documentation standardizations
PR #6039: MAINT: Change types for future changes in NumPy
PR #6041: DOC: Fix spelling
PR #6042: DOC: Merge pull request #6041 from bashtage/doc-fixes
PR #6044: DOC: Fix notebook due to pandas index change
PR #6045: DOC/MAINT: Remove warning due to deprecated features
PR #6046: DOC: Remove DynamicVAR
PR #6048: DOC: Small doc site improvements
PR #6050: BUG: MLEModel now passes nobs to Representation
PR #6052: DOC: Small fix ups for modernized size
PR #6053: DOC: More small doc fixes
PR #6054: DOC: Small changes to doc building
PR #6055: DOC: Use the working branch of numpy doc
PR #6056: MAINT: Prepare for Rolling Least Squares
PR #6057: DOC: Fix spelling in notebooks
PR #6058: DOC: Fix missing spaces around colon
PR #6059: REF: move garch to archive/
PR #6060: DOC: Continue fixing docstring formatting
PR #6062: DOC: Fix web font size
PR #6063: DOC: Fix web font size
PR #6064: ENH/PERF: Only perform required predict iterations in state space models
PR #6066: MAINT: Fix small lint issue
PR #6067: DOC: Fix doc errrors affecting build
PR #6069: MAINT: Stop testing on old, bugy SciPy
PR #6070: BUG: Fix ARMA so that it works with exog when trend=nc
PR #6071: ENH: state space: Improve low memory usability; allow in fit, loglike
PR #6072: BUG: state space: cov_params computation in fix_params context
PR #6073: TST: Add conserve memory tests.
PR #6074: ENH: Improve cov_params in append, extend, apply
PR #6075: DOC: Clean tsatools docs
PR #6077: DOC: Improve regression doc strings
PR #6079: ENH/DOC: Improve Ljung-Box
PR #6080: DOC: Improve docs in tools and ar_model
PR #6081: BUG: Fix error introduced in isestimable
PR #6082: DOC: Improve filter docstrings
PR #6085: DOC: Spelling and notebook link
PR #6087: ENH: Replacement for AR
PR #6088: MAINT: Small fixes in preperation for larger changes
PR #6089: DOC: Website fix
PR #6090: ENH/DOC: Add tools for programatically manipulating docstrings
PR #6091: MAINT/SEC: Remove unnecessary pickle use
PR #6092: MAINT: Ensure r download cache works
PR #6093: MAINT: Fix new cache name
PR #6094: TST: Fix wrong test
PR #6096: DOC: Seasonality in SARIMAX Notebook
PR #6102: ENH: Improve SARIMAX start_params if too few nobs
PR #6104: BUG: Fix score computation with fixed params
PR #6105: BUG: Correct thresholding in corrrelation tools
PR #6106: DOC: Changes summary_col’s docstring to match variables
PR #6107: DOC: Update CONTRIBUTING.rst “relase”-> “release”
PR #6108: DOC: Update link in CONTRIBUTING.rst
PR #6110: DOC: Update PR template Numpy guide link
PR #6111: ENH: Add exact diffuse initialization as an option for SARIMAX, UnobservedComponents
PR #6113: DOC: added interpretations to LogitResults.get_margeff
PR #6116: DOC: Improve docstrings
PR #6117: MAINT: Remove extra LICENSE.txt and setup.cfg
PR #6118: DOC: Clarify summary2 documentation
PR #6119: DOC: Switch doc theme
PR #6120: DOC: Add initial API doc
PR #6122: DOC: Small improvements to docs
PR #6123: DOC: Switch doc icon
PR #6124: ENH: Plot only unique censored points
PR #6125: DOC: Fix doc build failure
PR #6126: DOC: Update templates and add missing API functions
PR #6130: BUG: Incorrect TSA index if loc resolves to slice
PR #6131: ENH: Compute standardized forecast error in diffuse period if possible
PR #6133: BUG: start_params for VMA model with exog.
PR #6134: DOC: Add missing functions from the API
PR #6136: DOC: Restructure the documentation
PR #6142: DOC: Add a new logo
PR #6143: DOC: Fix validator so that it works
PR #6144: BUG: use self.data consistently
PR #6145: DOC: Add formula API
PR #6152: BUG: Fix accepting of eval environment for formula
PR #6160: DOC: fix sidebartoc
PR #6161: BLD: Travis CI: The sudo: tag is deprecated in Travis
PR #6162: DOC/SEC: Warn that only trusted files should be unpickled
PR #6163: ENH: Improve the cvxopt not found error
PR #6164: MAINT: Be compatible with scipy 1.3
PR #6165: MAINT: Don’t assume that ‘python’ is Python 3
PR #6166: DOC: Update pickle warning
PR #6167: DOC: Fix warning format
PR #6179: ENH: Adds state space version of linear exponential smoothing models
PR #6181: ENH: state space: add wrapped states and, where possible, named states
PR #6198: DOC: Clarify req for cvxopt
PR #6204: DOC: Spelling and Doc String Fixes
PR #6205: MAINT: Exclude pytest-xdist 1.30
PR #6208: ENH: Scale parameter handling in GEE
PR #6214: DOC: fix a typo
PR #6215: DOC: fix typos in install.rst
PR #6216: DOC: fix a typo
PR #6217: BUG: Fix summary table header for mixedlm
PR #6222: MAINT: Relax precision for ppc64el
PR #6227: ENH: Add missing keyword argument to plot_acf
PR #6231: BUG: allow dynamic factor starting parameters computation with NaNs values
PR #6232: BUG: division by zero in exponential smoothing if damping_slope=0
PR #6233: BUG: dynamic factor model use AR model for error start params if error_var=False
PR #6235: DOC: docstring fixes
PR #6239: BUG: SARIMAX index behavior with simple_differencing=True
PR #6240: BUG: parameter names in DynamicFactor for unstructured error covariance matrix
PR #6241: BUG: SARIMAX: basic validation for order, seasonal_order
PR #6242: BUG: Forecasts now ignore non-monotonic period index
PR #6246: TST: Add Python 3.8 environment
PR #6250: ENH: Update SARIMAX to use SARIMAXSpecification for more consistent input handling
PR #6254: ENH: State space: Add finer-grained memory conserve settings
PR #6255: MAINT: Ignore vscode
PR #6257: DOC: Fix spelling in notebooks
PR #6258: BUG: Hannan-Rissanen third stage is invalid if non-stationary/invertible
PR #6260: BUG: cloning of arima.ARIMA models.
PR #6261: BUG: state space: saving fixed params w/ extend, apply, append
PR #6266: ENH: and vlines option to plot_fit
PR #6275: MAINT/DOC: Clarify patsy 0.5.1 is required
PR #6279: DOC: Fix notebook
PR #6280: ENH: State space: Improve simulate, IRF, prediction
PR #6281: BUG: Pass arguments through in plot_leverage_resid2
PR #6283: MAINT/DOC: Close issues
PR #6285: BUG: Raise in GC test for VAR(0)
PR #6286: BUG: Correct VAR sumary when model contains exog variables
PR #6288: MAINT: Update test tolerance
PR #6289: DOC: doc string changes
PR #6290: MAINT: Remove open_help method
PR #6291: MAINT: Remove deprecated code in preperation for release
PR #6292: BUG: Ensure BW is not 0
PR #6294: ENH: better argument checking for StratifiedTable
PR #6297: BUG: Fix conf interval with MI
PR #6298: DOC: Correct spells
PR #6299: DOC: Add example notebook for GEE score tests
PR #6303: DOC/MAINT: Add simple, documented script to get github info
PR #6310: MAINT: Deprecate recarray support
PR #6311: TST: Reduce test size to prevent 32-bit crash
PR #6312: MAINT: Remove chain dot
PR #6313: MAINT: Catch and fix warnings
PR #6314: BUG: Check dtype in KDEUnivariate
PR #6315: MAINT: Use NumPy’s linalg when available
PR #6316: MAINT: Workaround NumPy ptp issue
PR #6317: DOC: Update test running instructions
PR #6318: BUG: Ensure inputs are finite in granger causalty test
PR #6319: DOC: Restore test() autosummary
PR #6320: BUG: Restore multicomp
PR #6321: BUG: Fix trend due to recent changes
PR #6322: DOC: fix alpha description for GLMGam
PR #6324: ENH: Improve Ljung Box diagnostics
PR #6327: DOC: Move api docs
PR #6332: DEPR: state space: deprecate out-of-sample w/ unsupported index
PR #6333: BUG: state space: integer params can cause imaginary output
PR #6334: ENH: append, extend check that index matches model
PR #6337: BUG: fix k_exog, k_trend in arima.ARIMA; raise error when cloning a model with exog if no new exog given
PR #6338: DOC: Documentation for release v0.11
PR #6340: BUG: fix _get_index_loc with date strings
PR #6342: DOC: Update Release Note
PR #6343: DOC: Fix documentation errors
PR #6344: DOC: Fixes in preparation for release
PR #6345: DOC: Further doc fixes
PR #6347: DOC: Fix minor doc errors
PR #6348: DOC: git notes