Ecosyste.ms: Issues

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GitHub / bashtage/arch issues and pull requests

#665 - Fix 616

Pull Request - State: closed - Opened by bashtage over 1 year ago - 2 comments

#664 - DOC: Update release note

Pull Request - State: closed - Opened by bashtage over 1 year ago - 1 comment

#663 - BUG: Fix issue with rescale and AR models

Pull Request - State: closed - Opened by bashtage over 1 year ago - 1 comment

#662 - BUG: Fix issue with rescale and AR models

Pull Request - State: closed - Opened by bashtage over 1 year ago

#661 - MAINT: Rollback Cython to 0.29 branch

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#660 - MAINT: Bump Python to 3.9

Pull Request - State: closed - Opened by bashtage almost 2 years ago - 1 comment

#659 - [Snyk] Security upgrade numpy from 1.14.5 to 1.22.2

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#658 - MAINT: Update numba for CI runs

Pull Request - State: closed - Opened by bashtage almost 2 years ago - 1 comment

#657 - [Snyk] Security upgrade tornado from 6.2 to 6.3.2

Pull Request - State: closed - Opened by snyk-bot almost 2 years ago - 1 comment

#656 - ENH: Improve MCS when there is invalid use

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#655 - [Snyk] Security upgrade tornado from 6.2 to 6.3.2

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#654 - Issue when using arch.bootstrap.MCS

Issue - State: closed - Opened by loooomii almost 2 years ago - 9 comments

#653 - MAINT: Show status to find untracked files

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#652 - MAINT: Further changes to requirements

Pull Request - State: closed - Opened by bashtage almost 2 years ago - 1 comment

#651 - MAINT: Avoid flakey run

Pull Request - State: closed - Opened by bashtage almost 2 years ago - 1 comment

#650 - MAINT: Bump minimum versions

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#649 - prefer `functools.cached_property` for python >= 3.8

Pull Request - State: closed - Opened by jorenham almost 2 years ago - 5 comments

#648 - DOC: Update readme

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#647 - DOC: Small corrections for {{

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#646 - RLS: Rlease note for 5.5

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#645 - DOC: Fix python version in doc build

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#644 - DOC: Fix bugs in conf

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#643 - MAINT: Change python doc build version

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#642 - DOC: More to sphinx-immaterial

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#641 - MAINT: Protect against future changes

Pull Request - State: closed - Opened by bashtage almost 2 years ago - 1 comment

#640 - MAINT: Enable copy-on-write support

Pull Request - State: closed - Opened by bashtage almost 2 years ago - 1 comment

#639 - CI: Reconfigure appveyor

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#638 - DOC: Add 5.4 release note

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#637 - MAINT: Small updates for 5.4.0 release

Pull Request - State: closed - Opened by bashtage almost 2 years ago

#636 - ENH: Add NGARCH specification to set of volatility processes

Issue - State: open - Opened by itsNH98 almost 2 years ago

#635 - Exogenous variable in the Volatility Equation

Issue - State: closed - Opened by filanarfahz almost 2 years ago - 1 comment

#634 - Rolling window forecast with rolling demean #633

Pull Request - State: open - Opened by gavincyi almost 2 years ago

#633 - Rolling window forecast with rolling demean

Issue - State: open - Opened by gavincyi almost 2 years ago - 3 comments

#632 - Issues with the 'rescale' parameter

Issue - State: closed - Opened by RalphFS almost 2 years ago - 3 comments
Labels: bug

#631 - [Snyk] Fix for 4 vulnerabilities

Pull Request - State: closed - Opened by bashtage about 2 years ago

#630 - [Snyk] Security upgrade numpy from 1.21.3 to 1.22.2

Pull Request - State: closed - Opened by snyk-bot about 2 years ago

#629 - [Snyk] Security upgrade ipython from 7.34.0 to 8.10.0

Pull Request - State: closed - Opened by snyk-bot about 2 years ago

#627 - [Snyk] Security upgrade setuptools from 39.0.1 to 65.5.1

Pull Request - State: closed - Opened by bashtage about 2 years ago

#626 - Cannot reconcile simulation.values against simulation.residual_variances

Issue - State: closed - Opened by sameerlal about 2 years ago - 2 comments

#625 - fit() without parameter vs. warm start

Issue - State: closed - Opened by KIC about 2 years ago - 2 comments

#624 - Issue with Pip install

Issue - State: closed - Opened by hvu89 about 2 years ago - 3 comments

#623 - [Snyk] Security upgrade setuptools from 39.0.1 to 65.5.1

Pull Request - State: closed - Opened by bashtage over 2 years ago

#622 - fix(sec): upgrade ipython to 8.0.1

Pull Request - State: closed - Opened by 645775992 over 2 years ago - 1 comment

#621 - Add CodeQL workflow for GitHub code scanning

Pull Request - State: closed - Opened by lgtm-com[bot] over 2 years ago - 1 comment

#620 - Why the sqrt(2/pi) factor in EGARCH?

Issue - State: closed - Opened by mikessut over 2 years ago - 3 comments

#619 - [Snyk] Security upgrade mistune from 0.8.4 to 2.0.3

Pull Request - State: closed - Opened by bashtage over 2 years ago

#618 - [Snyk] Security upgrade mistune from 0.8.4 to 2.0.3

Pull Request - State: closed - Opened by snyk-bot over 2 years ago

#617 - Local block bootstrap

Issue - State: open - Opened by yngvem over 2 years ago

#616 - Doc: Example in Parametric-VaR

Issue - State: closed - Opened by Alan-Hung over 2 years ago - 1 comment

#615 - [Snyk] Security upgrade mistune from 0.8.4 to 2.0.3

Pull Request - State: closed - Opened by snyk-bot over 2 years ago - 1 comment

#614 - Rtd

Pull Request - State: closed - Opened by bashtage over 2 years ago

#613 - MAINT: Improve install on rtd

Pull Request - State: closed - Opened by bashtage over 2 years ago

#612 - MAINT: Improve install on rtd

Pull Request - State: closed - Opened by bashtage over 2 years ago

#611 - MAINT: Pin markupsafe

Pull Request - State: closed - Opened by bashtage over 2 years ago

#610 - MAINT: Add config

Pull Request - State: closed - Opened by bashtage over 2 years ago

#609 - MAINT: Add config

Pull Request - State: closed - Opened by bashtage over 2 years ago

#608 - MAINT: Update RTD requirements

Pull Request - State: closed - Opened by bashtage over 2 years ago

#607 - How to compare GARCH volatility forecast performance?

Issue - State: open - Opened by Draenth over 2 years ago

#606 - ENH: Add warning when data set size is large and lags is not directly set

Issue - State: closed - Opened by cTatu over 2 years ago - 5 comments
Labels: enhancement

#605 - Apply model to new data?

Issue - State: open - Opened by msquaredds over 2 years ago - 6 comments

#604 - MAINT: Typing fixes

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#603 - MAINT: Replace build_ext

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#602 - TST: Make test output visible

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#601 - refactor(univariate): readability improvements

Pull Request - State: closed - Opened by ryanrussell over 2 years ago - 3 comments

#600 - BUG: Drop nan in arch lm test

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#599 - arch_lm_test fails when the AR mean model is used.

Issue - State: closed - Opened by ssakatausa over 2 years ago - 1 comment

#598 - Mathematical meaning of stat functions

Issue - State: closed - Opened by antoscha over 2 years ago - 1 comment

#597 - MAINT: Add future import

Pull Request - State: closed - Opened by bashtage over 2 years ago

#596 - MAINT: Small typing improvements

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#595 - MAINT: Improve coverage

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#594 - MAINT: Update typing to be more precise

Pull Request - State: closed - Opened by bashtage over 2 years ago

#593 - MAINT: Update typing to be more precise

Pull Request - State: closed - Opened by bashtage over 2 years ago - 3 comments

#592 - MAINT: Remove unnecessary type: ignore

Pull Request - State: closed - Opened by bashtage over 2 years ago

#591 - MAINT: Improve typing using pandas-stubs

Pull Request - State: closed - Opened by bashtage over 2 years ago

#590 - MAINT: Fix coverage

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#589 - MAINT: Stop using Sequence[str]

Pull Request - State: closed - Opened by bashtage over 2 years ago - 2 comments

#588 - MAINT: Improve typing

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#587 - [Snyk] Security upgrade mistune from 0.8.4 to 2.0.3

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#586 - MAINT: Fix typing issues

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#585 - MAINT: Improve typing using pandas-stubs

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#584 - MAINT: Improve typing

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#583 - MAINT: Upgrade min Python to 3.8

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#582 - CLN: Run pyupgrade

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#581 - Installation of `arch==5.0.1` fails on MacBook Pro with M1 chip

Issue - State: closed - Opened by qgallouedec over 2 years ago - 1 comment

#580 - RLS: Release 5.3.0

Pull Request - State: closed - Opened by bashtage over 2 years ago

#579 - BUG: Correct FIGARCH name

Pull Request - State: closed - Opened by bashtage over 2 years ago - 1 comment

#578 - 'FIARCH' vs 'FIGARCH' in documentation

Issue - State: closed - Opened by winedarksea over 2 years ago

#577 - ENH: Markov Switching (MS)-GARCH

Issue - State: open - Opened by oronimbus almost 3 years ago - 1 comment
Labels: enhancement, help wanted

#576 - GARCH-M implementation

Issue - State: closed - Opened by Alessiobrini almost 3 years ago - 3 comments

#575 - MAINT: Clean markdown

Pull Request - State: closed - Opened by bashtage almost 3 years ago

#574 - MATIN: Add py.typed and remove unused import

Pull Request - State: closed - Opened by bashtage almost 3 years ago - 2 comments

#573 - TST: Add test that checks power of figarch

Pull Request - State: closed - Opened by bashtage almost 3 years ago - 1 comment

#572 - `power` parameter is FIGARCH appears to be ignored during fit

Issue - State: closed - Opened by anthonybritto almost 3 years ago - 6 comments

#571 - BUG: Correct type info

Pull Request - State: closed - Opened by bashtage almost 3 years ago - 1 comment

#570 - BUG: Relax assertion

Pull Request - State: closed - Opened by bashtage almost 3 years ago - 1 comment

#569 - Inquiring about Backward compatibility in arch

Issue - State: closed - Opened by agarwl almost 3 years ago - 8 comments

#568 - ImportError: cannot import name 'version' from 'arch._version' (C:\Users\

Issue - State: closed - Opened by PeterWReed almost 3 years ago - 2 comments

#567 - RLS: Release 5.2

Pull Request - State: closed - Opened by bashtage almost 3 years ago - 1 comment

#566 - BUG: Allow NumPy arrays in univariate models

Pull Request - State: closed - Opened by bashtage almost 3 years ago - 1 comment