Change Logs¶
Version 6¶
Release 6.3¶
Performance enhancement for long-run covariance estimators when numba is installed (GH687)
Python 3.12 support
Compatability with NumPy 2
Fixes for future changes in pandas
Release 6.2¶
Fixed a bug that affected forecasting from
FIGARCH
models (GH606).Added a performance warning when testing for unit roots in large series using a lag-length search with no-max-lag specified.
Fixed a bug that affected forecasting from
arch.univariate.volatility.FIGARCH
models (GH606).Changed the default value of
reindex
toFalse
so that forecasts will not match the input by default. Setreindex
toTrue
if this is required.Made
from __future__ import reindex
a no-op.Updated notebooks to reflect best practices
Release 6.1¶
Pushed back the adoption of Cython 3 until a later date
Fixed a bug that occurred when:
Using a AR, HAR or other model with lagged dependent variables; and
rescale=True
or with data that was automatically rescaled.
Release 6.0¶
Minimum supported Python is 3.9
Bumped minimum NumPy, SciPy, pandas, statsmodels and Cython
Removed dependence on property-cached
Added compatability with Cython 3