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Releases: s-broda/ARCHModels.jl

v2.4.0

23 Feb 17:15
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ARCHModels v2.4.0

Diff since v2.3.4

Merged pull requests:

  • CompatHelper: bump compat for StatsModels to 0.7, (keep existing compat) (#108) (@github-actions[bot])
  • CompatHelper: bump compat for HypothesisTests to 0.11, (keep existing compat) (#112) (@github-actions[bot])
  • Test on latest 1.x (#113) (@s-broda)
  • CompatHelper: add new compat entry for DelimitedFiles at version 1, (keep existing compat) (#114) (@github-actions[bot])
  • CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#115) (@github-actions[bot])

v2.3.4

02 May 16:58
dff4f48
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ARCHModels v2.3.4

Diff since v2.3.3

Merged pull requests:

  • Migrate from SnoopPrecompile to PrecompileTools (#109) (@timholy)
  • tweak precompilation and bump version (#111) (@s-broda)

v2.3.3

11 Feb 13:52
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ARCHModels v2.3.3

Diff since v2.3.2

v2.3.2

10 Feb 13:40
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ARCHModels v2.3.2

Diff since v2.3.1

v2.3.1

13 Jan 17:59
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ARCHModels v2.3.1

Diff since v2.3.0

v2.3.0

08 Jan 17:31
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ARCHModels v2.3.0

Diff since v2.2.3

v2.2.3

19 Oct 15:42
2082a73
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ARCHModels v2.2.3

Diff since v2.2.2

Closed issues:

  • Fit and predict ARMA (#104)

Merged pull requests:

  • Fix arma predictions at horizons greater than one. (#105) (@s-broda)

v2.2.2

19 Aug 13:20
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ARCHModels v2.2.2

Diff since v2.2.1

v2.2.1

04 Aug 15:40
e7810d8
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ARCHModels v2.2.1

Diff since v2.2.0

Closed issues:

  • Empty volatilities, bounds errors (#102)

Merged pull requests:

v2.2.0

13 May 16:56
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ARCHModels v2.2.0

Diff since v2.1.0