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econometrics

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ChadFulton
ChadFulton commented Sep 23, 2019

Need to do some better handling of low-observation models in plot_diagnostics. These are models that shouldn't really be estimated, and we can't really make the plots work, but we shouldn't raise exceptions.

  • Any dataset with less than 10 observations will raise an error computing the error autocorrelations:
mod = sm.tsa.statespace.SARIMAX(np.random.normal(size=10), order=(10, 
danielhanchen
danielhanchen commented Aug 29, 2018

Hey Contributor!

Thanks for checking out HyperLearn!! Super appreciate it.

Since the package is new (only started like August 27th)..., Issues are the best place to start helping out, and or check out the Projects tab. There's a whole list of stuff I envisioned to complete.

Also, if you have a NEW idea: please post an issue and label it new enhancement.

In terms of priorities, I wanted

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

  • Updated Dec 3, 2018
  • Jupyter Notebook

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