Leybourne

[JimVaranelli]

• [ ] closes #xxxx
• [ ] tests added / passed.
• [ ] code/documentation is well formatted.
• [ ] properly formatted commit message. See NumPy's guide.

Notes:

• It is essential that you add a test when making code changes. Tests are not needed for doc changes.
• When adding a new function, test values should usually be verified in another package (e.g., R/SAS/Stata).
• When fixing a bug, you must add a test that would produce the bug in main and then show that it is fixed with the new code.
• New code additions must be well formatted. Changes should pass flake8. If on Linux or OSX, you can verify you changes are well formatted by running

  git diff upstream/main -u -- "*.py" | flake8 --diff --isolated
  

  assuming flake8 is installed. This command is also available on Windows using the Windows System for Linux once flake8 is installed in the local Linux environment. While passing this test is not required, it is good practice and it help improve code quality in statsmodels.
• Docstring additions must render correctly, including escapes and LaTeX.

[bashtage]

Trying to get this in in #9399

[bashtage]

This is a great PR - sorry it has taken so long.

[JimVaranelli]

Awesome...forgot all about this one lol! The method is a neat twist on KPSS although I'm still not totally sold on the actual utility of stationarity tests viz-a-viz unit-root tests. Great to have an alternative to KPSS though and not many packages implement it (is MATLAB the only one?).

Jim Varanelli Lehigh Valley Capital Management @.*** @.*** 484-268-8213

On 10/17/2024 9:33 AM EST Kevin Sheppard @.***> wrote:

This is a great PR - sorry it has taken so long.

— Reply to this email directly, view it on GitHub https://github.com/statsmodels/statsmodels/pull/9039#issuecomment-2419723680, or unsubscribe https://github.com/notifications/unsubscribe-auth/AJL4NVNGMP6VSVOQKFJQ75DZ37DEJAVCNFSM6AAAAABQD4YCZ2VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDIMJZG4ZDGNRYGA. You are receiving this because you authored the thread.Message ID: @.***>

[bashtage]

I've been finding the ARIMA unfortunately unstable, which makes the non old version unreliable. Might make ols the default. What do you think?

[JimVaranelli]

Yes ols can certainly be the default.

Jim Varanelli Lehigh Valley Capital Management @.*** @.*** 484-268-8213

On 10/22/2024 11:52 AM EST Kevin Sheppard @.***> wrote:

I've been finding the ARIMA unfortunately unstable, which makes the non old version unreliable. Might make ols the default. What do you think?

— Reply to this email directly, view it on GitHub https://github.com/statsmodels/statsmodels/pull/9039#issuecomment-2429787453, or unsubscribe https://github.com/notifications/unsubscribe-auth/AJL4NVKQJCX5IAGO7Q7IW3DZ4Z7GJAVCNFSM6AAAAABQD4YCZ2VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDIMRZG44DONBVGM. You are receiving this because you authored the thread.Message ID: @.***>

[josef-pkt]

merged in #9399