statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- FAQ: overview models by error structure
- ENH/DOC: reset_test
- FAQ-D: terminology/spelling heteroscedastic versus heteroskedastic
- orig_endog vs endog_lagged vs...
- DOC: improve structure and cross links or cross references
- API prediction methods in statespace SARIMAX
- SUM/DOC/FAQ: overview documentation for parameter hypothesis tests in models
- WIP/ENH: add grouping (letter display) for pairwise comparison
- fit_regularized().summary() shows as None
- ENH: grouping for pairwise comparison, tukey-hsd
- Docs
- Python not yet supported