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I noticed that `GARCH` uses the `NLopt` package, while `Kalman` uses the `Optim` package. Would it be possible to use only one optimization package across `TimeModels` to make the code more uniform, o…
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MVG has launched a new API while keeping the old one online.
Unfortunately, it seems like the data served by the old (currently used) API is staring to degrade. For example, queries for Garching-Ho…
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The rugarch R package allows users to add external regressors to the mean and variance specifications of GARCH models. Does ARCHModels.jl have this feature?
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**Is your feature request related to a problem? Please describe.**
The details page for a place, e.g. "Garching Forschungszentrum", currently provides information for cafeterias and study rooms. The …
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## Expected Result
The opening hours of the mensa matches the ones specified by the Studentenwerk. So for Garching, the opening hours [shoukd be](https://www.studentenwerk-muenchen.de/mensa/standor…
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(I never looked at this)
What model can we use instead of MultivariateOLS when we have changing variance, cov_resid?
example: I'm using the growthrate (diff log) of the macro dataset in VAR and …
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I saw in the [documentation](https://arch.readthedocs.io/en/latest/univariate/univariate_volatility_forecasting.html?highlight=rolling#Rolling-Window-Forecasting) that rolling window forecast can be a…
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From time to time, I peek into Inveniosoftware repos, and the examples of Invenio 3 that you gave in Garching, and I have been unable to find any evidence that collection trees are implemented in Inve…
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Is it possible to simulate a fixed length time series from a given starting point? Say I have a GARCH specification, now I want to simulate potential paths forward from a specific point in time, how c…
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This should be a curated list of related packages, especially to statistics and econometrics topics that statsmodels does not (yet) provide.
(not complete adding links as found, not sorted and orga…