ChadFulton comments

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                                            ChadFulton

Nowcasting update question

Thanks for this note. The model can certainly handle monthly data in the same month as the quarterly GDP release, so I imagine there's just something that needs to be...

.ix indexer is deprecated in pandas, so it's not working

Thanks for reporting this!

incorrect "anti-transform"

Thanks for pointing this out. Yes, I use the approximate percent change formula (log difference * 400) to transform GDP, as in the FREDQD appendix file, and then I use...

BUG/REF: FRED MD/QD links don't work

Thanks @jfreeze3, glad to hear it!

BUG/REF: FRED MD/QD links don't work

> How hard would it be to run an r-squared between the GDP forecasts using Feb, May, Aug, and Nov datasets against the actual quarterly GDP data, for the data...

Thanks for the report! Are you referring to the following lines: ```python # Get the data from FRED from pandas_datareader.data import DataReader cpi = DataReader('CPIAUCNS', 'fred', start='1971-01', end='2016-12') ``` These...

Yhaoo data feed

(I edited your post to redact your FRED API key)

2nd bug on Implementing and estimating an ARMA(1, 1) state space model

> after modification it works well upto page 3 but I had another bug on prediction/forecasts due to depreciation of ix and I modified .ix to .loc but the plot...

LinAlgError: SVD did not converge error when fitted with SARIMAX model

Thanks for reporting, but I can't replicate this error. Can you post the full exception message including the stack trace?

ENH: add Diebold-Mariano forecast comparison test

Thank you for submitting this pull request. I notice a couple of outstanding issues: 1. Given how closely this code follows / uses the reference implementation, I think we should...