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

#113 - Test on latest 1.x

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

#111 - tweak precompilation and bump version

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

#109 - Migrate from SnoopPrecompile to PrecompileTools

Pull Request - State: closed - Opened by timholy 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

#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

#33 - Glm

Pull Request - State: closed - Opened by s-broda over 5 years ago - 1 comment

#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