Ecosyste.ms: Issues
An open API service for providing issue and pull request metadata for open source projects.
GitHub / s-broda/ARCHModels.jl issues and pull requests
#115 - CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat)
Pull Request -
State: closed - Opened by github-actions[bot] 11 months ago
#114 - CompatHelper: add new compat entry for DelimitedFiles at version 1, (keep existing compat)
Pull Request -
State: closed - Opened by github-actions[bot] over 1 year ago
#113 - Test on latest 1.x
Pull Request -
State: closed - Opened by s-broda over 1 year ago
#112 - CompatHelper: bump compat for HypothesisTests to 0.11, (keep existing compat)
Pull Request -
State: closed - Opened by github-actions[bot] over 1 year ago
#111 - tweak precompilation and bump version
Pull Request -
State: closed - Opened by s-broda over 1 year ago
#110 - CompatHelper: bump compat for StatsBase to 0.34, (keep existing compat)
Pull Request -
State: closed - Opened by github-actions[bot] over 1 year ago
#109 - Migrate from SnoopPrecompile to PrecompileTools
Pull Request -
State: closed - Opened by timholy over 1 year ago
#108 - CompatHelper: bump compat for StatsModels to 0.7, (keep existing compat)
Pull Request -
State: closed - Opened by github-actions[bot] over 1 year ago
#107 - External regressor
Issue -
State: open - Opened by waynelapierre over 1 year ago
- 1 comment
#106 - Deprecate TGARCH to TARCH or GJRGARCH?
Issue -
State: open - Opened by s-broda over 1 year ago
- 2 comments
#105 - Fix arma predictions at horizons greater than one.
Pull Request -
State: closed - Opened by s-broda almost 2 years ago
#104 - Fit and predict ARMA
Issue -
State: closed - Opened by luboshanus almost 2 years ago
- 10 comments
#103 - Several fixes
Pull Request -
State: closed - Opened by s-broda about 2 years ago
#102 - Empty volatilities, bounds errors
Issue -
State: closed - Opened by ancapdev about 2 years ago
- 2 comments
#101 - CompatHelper: bump compat for StatsFuns to 1, (keep existing compat)
Pull Request -
State: closed - Opened by github-actions[bot] over 2 years ago
#100 - CompatHelper: bump compat for Roots to 2, (keep existing compat)
Pull Request -
State: closed - Opened by github-actions[bot] over 2 years ago
#99 - Updates for 1.7
Pull Request -
State: closed - Opened by s-broda over 2 years ago
#98 - Predict
Pull Request -
State: closed - Opened by s-broda over 2 years ago
#97 - Multi-step predict for volatility
Issue -
State: closed - Opened by nlmm7 over 2 years ago
- 1 comment
#96 - Use PreallocationTools.jl
Issue -
State: closed - Opened by s-broda almost 3 years ago
- 1 comment
#95 - GARCH-M
Issue -
State: open - Opened by tbeason almost 3 years ago
- 3 comments
#94 - simulate from initial value
Issue -
State: open - Opened by tbeason almost 3 years ago
- 1 comment
#93 - `meanspect = Intercept()` doesn't work?
Issue -
State: closed - Opened by nilshg about 3 years ago
- 1 comment
#92 - Performance of `simulate` for DCC
Issue -
State: closed - Opened by nilshg about 3 years ago
- 3 comments
#91 - Failure to fit complicated models: handle errors gracefully?
Issue -
State: open - Opened by chm-von-tla over 3 years ago
- 2 comments
#90 - commit Bollerslev and Ghysels(JBES 1996) dataset to repo instead of downloading
Pull Request -
State: closed - Opened by chm-von-tla over 3 years ago
- 1 comment
#89 - work with high frequency data
Issue -
State: closed - Opened by waynelapierre over 3 years ago
- 1 comment
#88 - rolling estimation
Issue -
State: open - Opened by waynelapierre over 3 years ago
- 1 comment
#87 - Addition of skewed distributions for the innovation terms
Issue -
State: closed - Opened by chm-von-tla over 3 years ago
- 4 comments
#86 - Add Hansen's Standardized Skewed T Distribution
Pull Request -
State: closed - Opened by chm-von-tla over 3 years ago
- 7 comments
#85 - GOGARCH
Issue -
State: open - Opened by waynelapierre over 3 years ago
- 2 comments
#84 - Multi-step forecast error
Issue -
State: closed - Opened by azev77 over 3 years ago
- 1 comment
#83 - add multi-step predictions for returns and VaR
Pull Request -
State: closed - Opened by SebRollen over 3 years ago
- 5 comments
#82 - Multiperiod prediction for multivariate models
Issue -
State: open - Opened by SebRollen over 3 years ago
#81 - TagBot trigger issue
Issue -
State: closed - Opened by JuliaTagBot over 3 years ago
- 18 comments
#80 - ARCHModels conflicting with other packages
Issue -
State: closed - Opened by azev77 over 3 years ago
- 1 comment
#79 - CompatHelper: bump compat for "Reexport" to "1.0"
Pull Request -
State: closed - Opened by github-actions[bot] almost 4 years ago
#78 - CompatHelper: bump compat for "SpecialFunctions" to "1.2"
Pull Request -
State: closed - Opened by github-actions[bot] almost 4 years ago
#77 - CompatHelper: bump compat for "SpecialFunctions" to "1.1"
Pull Request -
State: closed - Opened by github-actions[bot] almost 4 years ago
#76 - CompatHelper: bump compat for "SpecialFunctions" to "1.0"
Pull Request -
State: closed - Opened by github-actions[bot] almost 4 years ago
#75 - CompatHelper: bump compat for "DataFrames" to "0.22"
Pull Request -
State: closed - Opened by github-actions[bot] almost 4 years ago
#74 - Using lagged x variables in regression
Issue -
State: open - Opened by azev77 almost 4 years ago
- 1 comment
#73 - CompatHelper: bump compat for "Distributions" to "0.24"
Pull Request -
State: closed - Opened by github-actions[bot] almost 4 years ago
#72 - CompatHelper: bump compat for "StableRNGs" to "1.0"
Pull Request -
State: closed - Opened by github-actions[bot] about 4 years ago
#71 - CompatHelper: bump compat for "Optim" to "1.2"
Pull Request -
State: closed - Opened by github-actions[bot] about 4 years ago
#70 - CompatHelper: bump compat for "Optim" to "1.1"
Pull Request -
State: closed - Opened by github-actions[bot] about 4 years ago
#69 - CompatHelper: bump compat for "Optim" to "1.0"
Pull Request -
State: closed - Opened by github-actions[bot] about 4 years ago
- 1 comment
#68 - CompatHelper: bump compat for "DataStructures" to "0.18"
Pull Request -
State: closed - Opened by github-actions[bot] about 4 years ago
#67 - Update univariatearchmodel.jl
Pull Request -
State: open - Opened by azev77 about 4 years ago
- 2 comments
#66 - Display mean spec
Issue -
State: open - Opened by azev77 about 4 years ago
- 1 comment
#65 - Subsets
Pull Request -
State: closed - Opened by s-broda over 4 years ago
#64 - CompatHelper: bump compat for "Optim" to "0.22"
Pull Request -
State: closed - Opened by github-actions[bot] over 4 years ago
#63 - Compilation speed
Issue -
State: closed - Opened by azev77 over 4 years ago
- 2 comments
#62 - Update univariatetypehierarchy.md
Pull Request -
State: closed - Opened by azev77 over 4 years ago
- 3 comments
#61 - generalize predict and selectmodel
Pull Request -
State: closed - Opened by s-broda over 4 years ago
#60 - Feature wishlist
Issue -
State: open - Opened by azev77 over 4 years ago
- 16 comments
#59 - example to intro, robust cov to usage
Pull Request -
State: closed - Opened by PaulSoderlind over 4 years ago
- 1 comment
#58 - mention robust vcov
Issue -
State: closed - Opened by PaulSoderlind over 4 years ago
- 2 comments
#57 - CompatHelper: bump compat for "DataFrames" to "0.21"
Pull Request -
State: closed - Opened by github-actions[bot] over 4 years ago
#56 - CompatHelper: bump compat for "Optim" to "0.21"
Pull Request -
State: closed - Opened by github-actions[bot] over 4 years ago
#55 - possible test failure in upcoming Julia version 1.5
Issue -
State: closed - Opened by rfourquet over 4 years ago
- 1 comment
#54 - CompatHelper: bump compat for "HypothesisTests" to "0.10"
Pull Request -
State: closed - Opened by github-actions[bot] over 4 years ago
#53 - Realized GARCH
Issue -
State: open - Opened by tbeason over 4 years ago
- 5 comments
#52 - CompatHelper: bump compat for "StatsBase" to "0.33"
Pull Request -
State: closed - Opened by github-actions[bot] over 4 years ago
#51 - temporarily use finite differences for hessians, and bump version number
Pull Request -
State: closed - Opened by s-broda over 4 years ago
#50 - CompatHelper: bump compat for "Distributions" to "0.23"
Pull Request -
State: closed - Opened by github-actions[bot] over 4 years ago
- 1 comment
#49 - CompatHelper: bump compat for "Roots" to "1.0"
Pull Request -
State: closed - Opened by github-actions[bot] over 4 years ago
- 1 comment
#48 - Install TagBot as a GitHub Action
Pull Request -
State: closed - Opened by JuliaTagBot over 4 years ago
- 1 comment
#47 - CompatHelper: bump compat for "Optim" to "0.20"
Pull Request -
State: closed - Opened by github-actions[bot] over 4 years ago
#46 - CompatHelper: bump compat for "HypothesisTests" to "0.9"
Pull Request -
State: closed - Opened by github-actions[bot] over 4 years ago
#45 - CompatHelper: bump compat for "SpecialFunctions" to "0.10"
Pull Request -
State: closed - Opened by github-actions[bot] over 4 years ago
#44 - CompatHelper: bump compat for "Distributions" to "0.22"
Pull Request -
State: closed - Opened by github-actions[bot] over 4 years ago
#43 - CompatHelper: bump compat for "Requires" to "1.0"
Pull Request -
State: closed - Opened by github-actions[bot] almost 5 years ago
#42 - work around specfun issue 186, bump specfun/statsfuns, bump version
Pull Request -
State: closed - Opened by s-broda almost 5 years ago
#41 - CompatHelper: bump compat for "StatsFuns" to "0.9"
Pull Request -
State: closed - Opened by github-actions[bot] almost 5 years ago
- 1 comment
#40 - CompatHelper: bump compat for "SpecialFunctions" to "0.9"
Pull Request -
State: closed - Opened by github-actions[bot] almost 5 years ago
- 1 comment
#39 - bump specfuns (and statsfuns) to 0.9
Pull Request -
State: closed - Opened by s-broda almost 5 years ago
#38 - CompatHelper: bump compat for "SpecialFunctions" to "0.9"
Pull Request -
State: closed - Opened by github-actions[bot] almost 5 years ago
- 1 comment
#37 - CompatHelper: bump compat for "StatsFuns" to "0.9"
Pull Request -
State: closed - Opened by github-actions[bot] almost 5 years ago
- 1 comment
#36 - CompatHelper: bump compat for "SpecialFunctions" to "0.8"
Pull Request -
State: closed - Opened by github-actions[bot] almost 5 years ago
#35 - Multivariate
Pull Request -
State: closed - Opened by s-broda about 5 years ago
#34 - Multivariate
Pull Request -
State: closed - Opened by s-broda about 5 years ago
#32 - Introduce Regression
Pull Request -
State: closed - Opened by s-broda over 5 years ago
- 1 comment
#31 - hook up selectmodel for arma
Pull Request -
State: closed - Opened by s-broda over 5 years ago
- 1 comment
#30 - [WIP] Implement ARMA
Pull Request -
State: closed - Opened by s-broda over 5 years ago
- 1 comment
#29 - Extension to ARMA-EGARCH?
Issue -
State: closed - Opened by alandreed over 5 years ago
- 4 comments
#28 - [WIP] Implement the DCC model
Pull Request -
State: closed - Opened by s-broda over 5 years ago
- 1 comment
#27 - Restructure
Pull Request -
State: closed - Opened by s-broda over 5 years ago
- 1 comment
#26 - restructure file layout
Pull Request -
State: closed - Opened by s-broda over 5 years ago
#25 - Error tagging new release
Issue -
State: closed - Opened by attobot over 5 years ago
#24 - ARCHModel -> UnivariateARCHModel
Pull Request -
State: closed - Opened by s-broda over 5 years ago
#23 - Tgarch
Pull Request -
State: closed - Opened by s-broda over 5 years ago
- 1 comment
#22 - GAS model?
Issue -
State: closed - Opened by KuiPN almost 6 years ago
- 1 comment
#21 - Documenter
Pull Request -
State: closed - Opened by s-broda almost 6 years ago
- 1 comment
#20 - Documenter
Pull Request -
State: closed - Opened by s-broda almost 6 years ago
- 2 comments
#19 - Documenter
Pull Request -
State: closed - Opened by s-broda almost 6 years ago
- 2 comments
#18 - Documenter
Pull Request -
State: closed - Opened by s-broda almost 6 years ago
- 3 comments
#17 - Documenter
Pull Request -
State: closed - Opened by s-broda almost 6 years ago
- 3 comments
#16 - Documenter
Pull Request -
State: closed - Opened by s-broda almost 6 years ago
- 3 comments