Release 4.8
This is a feature and bug release. Highlights include:
- Added Zivot-Andrews unit root test.
- Added data dependent lag length selection to the KPSS test.
- Added
IndependentSamplesBootstrap
to bootstrap inference on statistics from independent samples that may
have uneven length. - Added
arch_lm_test
to ARCH-LM tests on model residuals or standardized residuals. - Fixed a bug in
ADF
when applying to very short time series. - Added ability to set the
random_state
when initializing a bootstrap.