-
### Describe the feature you want to add to this project
In statistics and econometrics, a distributed lag model is a model for time series data in which a regression equation is used to predict curr…
-
Hi, forgive me if it's covered somewhere, but is there a way to use this to create forecasts?
I have a model looking like this:
` models
-
**Is your feature request related to a problem? Please describe.**
A clear and concise description of what the problem is.
Autoregressive distributed lag models (ARDL) are a common time series mod…
-
I'm trying to use Breusch-Godfrey test for ARDL(0, q) residuals, and I get a "ValueError: all the input array dimensions except for the concatenation axis must match exactly". It is due to the fact th…
-
Some todo issues remaining in the `ARDL` interface:
- [ ] `_update` with `update_params=False`
- [ ] probabilistic forecast interface
- [ ] add the estimator the API reference (docs)
The first…
-
ardl_fit
-
**Problem short description:**
I use ARDL on a sandbox task to study all the parameters and how they work.
I fitted the model and i get perfect result (task is designed for model to return perfec…
-
Is it possible to build Quantile ARDL model within this package?
-
Hello,
Say that I want to run the auto_ardl function with three independent variables X1, X2, X3. I want to determine the best model, where I search c(5,5,5,5) possible lags of Y, X1, X2, X3) respe…
-
Translating standard MIDAS regressions (optimization based on analytical gradients) from R:
https://github.com/jstriaukas/midasml/blob/master/R/midas.solvers.R
function: optim_ardl_beta