statsmodels
https://github.com/statsmodels/statsmodels
Python
Statsmodels: statistical modeling and econometrics in Python
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- Issues
- some errors when using ARIMA to make prediction
- TST generic test mixin for general use
- ENH: summary as_text option for separator lines
- TST: more unit tests for margins, get_margeff
- SUMM/REF: Review discrete_model
- TST: VAR unused test results
- ENH: add predict probability to negative binomial
- `i` index overwritten in _arma_predict_out_of_sample
- ENH: seasonal unit root tests
- KDEMultivariate for unordered variables output depends on the numerical value of the unordered variable
- Docs
- Python not yet supported