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> See also
> https://cran.r-project.org/web/checks/check_results_repeated.html which
> is long-standing (from Apple clang 14.0.3).
>
> Please correct before 2023-08-09 to safely retain your packa…
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@fkiraly update: almost done, all that is missing is `predict_interval` for VECM.
---
@fkiraly's summary of the discussion:
We should interface VAR and VECM from `statsmodels`.
- [x] VAR #…
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Support for conditional autoregressions AKA Gaussian Markov random fields was added in PR [#4504](https://github.com/pymc-devs/pymc3/pull/4504) but the `.random` method was left not implemented as the…
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I would like to add a section at the end of the granger causality page dedicated to impulse response functions. I think they are a very helpful way to visualize granger causality. Would it be possibl…
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Is there a way to modify a transition probability in a model manually?
In my specific use-case, I'd like to have this ability so I can enforce some constraints on the transitions.
Specifically, I wou…
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Hi,
great work!
I saw your autoregression branch and wanted to ask if it worked out?
I always wondered how much the effect of the autoregression (apart from the formal aspect that it then is a au…
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# Notebook proposal
**Title**: BVAR model for economists
## Why should this notebook be added to pymc-examples?
Economists seem to like BVAR and are looking for this example as a starting point. …
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### Proposal Submission
#### Proposed title of article
[Machine Learning] Implementing a time series model with Vector Autoregressive
#### Proposed article introduction
Vector autoregression (…
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Hello!
I identify a SVAR model. The "householder" identifiation method lets me impose only sign restrictions. How can I impose an exact zero restriction in addition to sign restrictions? The option…
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Hi,
I have been trying to run a Markov-Switching VAR using statsmodel and obtained the following error:
```ValueError: Must have univariate endogenous data.```
Is there a command that allows…