forked from dismalpy/dismalpy.github.io
-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathrelease.html
371 lines (281 loc) · 18.5 KB
/
release.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
<!DOCTYPE html>
<!--[if IE 8]><html class="no-js lt-ie9" lang="en" > <![endif]-->
<!--[if gt IE 8]><!--> <html class="no-js" lang="en" > <!--<![endif]-->
<head>
<meta charset="utf-8">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<title>Release Notes — DismalPy 0.2.1 documentation</title>
<link rel="stylesheet" href="_static/css/theme.css" type="text/css" />
<link rel="author" title="About these documents"
href="about.html"/>
<link rel="top" title="DismalPy 0.2.1 documentation" href="index.html"/>
<link rel="next" title="About DismalPy" href="about.html"/>
<link rel="prev" title="Installation" href="installation.html"/>
<script src="_static/js/modernizr.min.js"></script>
</head>
<body class="wy-body-for-nav" role="document">
<div class="wy-grid-for-nav">
<nav data-toggle="wy-nav-shift" class="wy-nav-side">
<div class="wy-side-nav-search">
<a href="contents.html" class="icon icon-home"> DismalPy
</a>
<div role="search">
<form id="rtd-search-form" class="wy-form" action="search.html" method="get">
<input type="text" name="q" placeholder="Search docs" />
<input type="hidden" name="check_keywords" value="yes" />
<input type="hidden" name="area" value="default" />
</form>
</div>
</div>
<div class="wy-menu wy-menu-vertical" data-spy="affix" role="navigation" aria-label="main navigation">
<ul class="current">
<li class="toctree-l1"><a class="reference internal" href="examples.html">Examples</a><ul>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/sarimax_internet.ipynb.html">Durbin and Koopman: Box-Jenkins Examples</a></li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html">SARIMAX: Introduction</a><ul>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html#arima-example-1-arima">ARIMA Example 1: Arima</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html#arima-example-2-arima-with-additive-seasonal-effects">ARIMA Example 2: Arima with additive seasonal effects</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html#arima-example-3-airline-model">ARIMA Example 3: Airline Model</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html#arima-example-4-armax-friedman">ARIMA Example 4: ARMAX (Friedman)</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html#arima-postestimation-example-1-dynamic-forecasting">ARIMA Postestimation: Example 1 - Dynamic Forecasting</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/local_linear_trend.ipynb.html">State space modeling: Local Linear Trends</a><ul>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/local_linear_trend.ipynb.html#references">References</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html">Detrending, Stylized Facts and the Business Cycle</a><ul>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html#unobserved-components">Unobserved Components</a><ul>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html#trend">Trend</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html#seasonal">Seasonal</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html#cycle">Cycle</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html#irregular">Irregular</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html#regression-effects">Regression effects</a></li>
</ul>
</li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html#data">Data</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html#model">Model</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html">Dynamic factors and coincident indices</a><ul>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#macroeconomic-data">Macroeconomic data</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#dynamic-factors">Dynamic factors</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#model-specification">Model specification</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#parameter-estimation">Parameter estimation</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#estimates">Estimates</a><ul>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#parameters">Parameters</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#estimated-factors">Estimated factors</a></li>
</ul>
</li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#post-estimation">Post-estimation</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#coincident-index">Coincident Index</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html#appendix-1-extending-the-dynamic-factor-model">Appendix 1: Extending the dynamic factor model</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html">VARMAX models</a><ul>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html#model-specification">Model specification</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html#example-1-var">Example 1: VAR</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html#example-2-vma">Example 2: VMA</a></li>
<li class="toctree-l3"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html#caution-varma-p-q-specifications">Caution: VARMA(p,q) specifications</a></li>
</ul>
</li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="user/index.html">DismalPy User Guide</a><ul>
<li class="toctree-l2"><a class="reference internal" href="user/ssm.html">State Space Models</a><ul>
<li class="toctree-l3"><a class="reference internal" href="user/ssm.html#topics">Topics</a><ul>
<li class="toctree-l4"><a class="reference internal" href="user/ssm/2-state_space_models.html">State space models</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/ssm/3-python_representation.html">Representation in Python</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/ssm/4-maximum_likelihood_estimation.html">Maximum Likelihood Estimation</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/ssm/5-posterior_simulation.html">Posterior Simulation</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/ssm/6-out-of-the-box_models.html">Out-of-the-box models</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/ssm/9-references.html">References</a></li>
</ul>
</li>
<li class="toctree-l3"><a class="reference internal" href="user/ssm.html#examples">Examples</a><ul>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/sarimax_internet.ipynb.html">Durbin and Koopman: Box-Jenkins Examples</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/sarimax_stata.ipynb.html">SARIMAX: Introduction</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/local_linear_trend.ipynb.html">State space modeling: Local Linear Trends</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/structural_harvey_jaeger.ipynb.html">Detrending, Stylized Facts and the Business Cycle</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/dfm_coincident.ipynb.html">Dynamic factors and coincident indices</a></li>
<li class="toctree-l4"><a class="reference internal" href="user/_notebooks/varmax.ipynb.html">VARMAX models</a></li>
</ul>
</li>
</ul>
</li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="reference/index.html">DismalPy Reference</a><ul>
<li class="toctree-l2"><a class="reference internal" href="reference/ssm.html">State Space Models</a><ul>
<li class="toctree-l3"><a class="reference internal" href="reference/ssm.html#built-in-models">Built-in models</a><ul>
<li class="toctree-l4"><a class="reference internal" href="reference/ssm/sarimax.html">SARIMAX</a></li>
<li class="toctree-l4"><a class="reference internal" href="reference/ssm/structural.html">Unobserved Components</a></li>
<li class="toctree-l4"><a class="reference internal" href="reference/ssm/varmax.html">VARMAX</a></li>
<li class="toctree-l4"><a class="reference internal" href="reference/ssm/dynamic_factor.html">Dynamic Factors</a></li>
</ul>
</li>
<li class="toctree-l3"><a class="reference internal" href="reference/ssm.html#extension-starting-point">Extension starting point</a><ul>
<li class="toctree-l4"><a class="reference internal" href="reference/ssm/mlemodel.html">MLEModel</a></li>
</ul>
</li>
<li class="toctree-l3"><a class="reference internal" href="reference/ssm.html#base-classes">Base classes</a><ul>
<li class="toctree-l4"><a class="reference internal" href="reference/ssm/representation.html">Representation</a></li>
<li class="toctree-l4"><a class="reference internal" href="reference/ssm/kalman_filter.html">Kalman filter</a></li>
<li class="toctree-l4"><a class="reference internal" href="reference/ssm/kalman_smoother.html">Kalman smoother</a></li>
<li class="toctree-l4"><a class="reference internal" href="reference/ssm/simulation_smoother.html">Simulation Smoother</a></li>
<li class="toctree-l4"><a class="reference internal" href="reference/ssm/model.html">Model</a></li>
<li class="toctree-l4"><a class="reference internal" href="reference/ssm/tools.html">Tools</a></li>
</ul>
</li>
</ul>
</li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="installation.html">Installation</a><ul>
<li class="toctree-l2"><a class="reference internal" href="installation.html#dependencies">Dependencies</a></li>
<li class="toctree-l2"><a class="reference internal" href="installation.html#procedure">Procedure</a></li>
<li class="toctree-l2"><a class="reference internal" href="installation.html#installing-from-source">Installing from source</a></li>
</ul>
</li>
<li class="toctree-l1 current"><a class="current reference internal" href="">Release Notes</a><ul>
<li class="toctree-l2"><a class="reference internal" href="#dismalpy-0-2-0-release-notes">DismalPy 0.2.0 Release Notes</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#highlights">Highlights</a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="#dismalpy-0-1-0-release-notes">DismalPy 0.1.0 Release Notes</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#id1">Highlights</a></li>
<li class="toctree-l3"><a class="reference internal" href="#dropped-support">Dropped Support</a></li>
<li class="toctree-l3"><a class="reference internal" href="#future-changes">Future Changes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#compatibility-notes">Compatibility notes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#new-features">New Features</a></li>
<li class="toctree-l3"><a class="reference internal" href="#improvements">Improvements</a></li>
<li class="toctree-l3"><a class="reference internal" href="#changes">Changes</a></li>
<li class="toctree-l3"><a class="reference internal" href="#deprecations">Deprecations</a></li>
</ul>
</li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="about.html">About DismalPy</a></li>
<li class="toctree-l1"><a class="reference internal" href="about.html#about-this-documentation">About this documentation</a><ul>
<li class="toctree-l2"><a class="reference internal" href="about.html#conventions">Conventions</a></li>
</ul>
</li>
<li class="toctree-l1"><a class="reference internal" href="bugs.html">Reporting bugs</a></li>
<li class="toctree-l1"><a class="reference internal" href="license.html">DismalPy License</a></li>
<li class="toctree-l1"><a class="reference internal" href="glossary.html">Glossary</a><ul>
<li class="toctree-l2"><a class="reference internal" href="glossary.html#module-dismalpy.doc.jargon">Jargon</a></li>
</ul>
</li>
</ul>
</div>
</nav>
<section data-toggle="wy-nav-shift" class="wy-nav-content-wrap">
<nav class="wy-nav-top" role="navigation" aria-label="top navigation">
<i data-toggle="wy-nav-top" class="fa fa-bars"></i>
<a href="contents.html">DismalPy</a>
</nav>
<div class="wy-nav-content">
<div class="rst-content">
<div role="navigation" aria-label="breadcrumbs navigation">
<ul class="wy-breadcrumbs">
<li><a href="contents.html">Docs</a> »</li>
<li>Release Notes</li>
<li class="wy-breadcrumbs-aside">
<a href="_sources/release.txt" rel="nofollow"> View page source</a>
</li>
</ul>
<hr/>
</div>
<div role="main" class="document">
<div class="section" id="release-notes">
<h1>Release Notes<a class="headerlink" href="#release-notes" title="Permalink to this headline">¶</a></h1>
<div class="section" id="dismalpy-0-2-0-release-notes">
<h2>DismalPy 0.2.0 Release Notes<a class="headerlink" href="#dismalpy-0-2-0-release-notes" title="Permalink to this headline">¶</a></h2>
<p>This release supports Python 2.6 - 2.7 and 3.2 - 3.4.</p>
<div class="section" id="highlights">
<h3>Highlights<a class="headerlink" href="#highlights" title="Permalink to this headline">¶</a></h3>
<p>This release introduces new features including improved standard error
calculation, diagnostic tests and plots, impulse response functions, time
series simulation, and new models, including unobserved components, VARMAX,
and dynamic factor models.</p>
<p>It also now includes an improved reference guide and a full user guide
describing the goals of the project, how to specify state space models, and
how to use those models for classical and Bayesian parameter estimation.</p>
</div>
</div>
<div class="section" id="dismalpy-0-1-0-release-notes">
<h2>DismalPy 0.1.0 Release Notes<a class="headerlink" href="#dismalpy-0-1-0-release-notes" title="Permalink to this headline">¶</a></h2>
<p>This release supports Python 2.6 - 2.7 and 3.2 - 3.4.</p>
<div class="section" id="id1">
<h3>Highlights<a class="headerlink" href="#id1" title="Permalink to this headline">¶</a></h3>
<p>Initial version. Includes features from
<a class="reference external" href="https://github.com/statsmodels/statsmodels/pull/1698/commits">https://github.com/statsmodels/statsmodels/pull/1698/commits</a>
through 8/21/2014 (commit #94e089d).</p>
</div>
<div class="section" id="dropped-support">
<h3>Dropped Support<a class="headerlink" href="#dropped-support" title="Permalink to this headline">¶</a></h3>
</div>
<div class="section" id="future-changes">
<h3>Future Changes<a class="headerlink" href="#future-changes" title="Permalink to this headline">¶</a></h3>
</div>
<div class="section" id="compatibility-notes">
<h3>Compatibility notes<a class="headerlink" href="#compatibility-notes" title="Permalink to this headline">¶</a></h3>
</div>
<div class="section" id="new-features">
<h3>New Features<a class="headerlink" href="#new-features" title="Permalink to this headline">¶</a></h3>
<ul class="simple">
<li>State space models</li>
<li>Kalman filter</li>
<li>Parameter estimation via MLE (and statsmodels project)</li>
</ul>
</div>
<div class="section" id="improvements">
<h3>Improvements<a class="headerlink" href="#improvements" title="Permalink to this headline">¶</a></h3>
</div>
<div class="section" id="changes">
<h3>Changes<a class="headerlink" href="#changes" title="Permalink to this headline">¶</a></h3>
</div>
<div class="section" id="deprecations">
<h3>Deprecations<a class="headerlink" href="#deprecations" title="Permalink to this headline">¶</a></h3>
</div>
</div>
</div>
</div>
<footer>
<div class="rst-footer-buttons" role="navigation" aria-label="footer navigation">
<a href="about.html" class="btn btn-neutral float-right" title="About DismalPy" accesskey="n">Next <span class="fa fa-arrow-circle-right"></span></a>
<a href="installation.html" class="btn btn-neutral" title="Installation" accesskey="p"><span class="fa fa-arrow-circle-left"></span> Previous</a>
</div>
<hr/>
<div role="contentinfo">
<p>
© Copyright 2014, Chad Fulton.
</p>
</div>
Built with <a href="http://sphinx-doc.org/">Sphinx</a> using a <a href="https://github.com/snide/sphinx_rtd_theme">theme</a> provided by <a href="https://readthedocs.org">Read the Docs</a>.
</footer>
</div>
</div>
</section>
</div>
<script type="text/javascript">
var DOCUMENTATION_OPTIONS = {
URL_ROOT:'./',
VERSION:'0.2.1',
COLLAPSE_INDEX:false,
FILE_SUFFIX:'.html',
HAS_SOURCE: true
};
</script>
<script type="text/javascript" src="_static/jquery.js"></script>
<script type="text/javascript" src="_static/underscore.js"></script>
<script type="text/javascript" src="_static/doctools.js"></script>
<script type="text/javascript" src="https://cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script>
<script type="text/javascript" src="_static/js/theme.js"></script>
<script type="text/javascript">
jQuery(function () {
SphinxRtdTheme.StickyNav.enable();
});
</script>
</body>
</html>