Release 0.12.1

Release summary

This is a bug fix release.

Development summary and credits

Besides receiving contributions for new and improved features and for bugfixes, important contributions to general maintenance for this release came from

  • Kevin Sheppard

  • Chad Fulton

  • Josef Perktold

  • Kerby Shedden

  • Pratyush Sharan

Merged Pull Requests

The following Pull Requests were merged since the last release:

  • PR #7016: BLD: avoid setuptools version 50, windows build problem

  • PR #7017: BUG: param names with higher order trend in VARMAX

  • PR #7020: REF: Don’t validate specification in SARIMAX when cloning to get extended time varying matrices

  • PR #7025: BUG: Ensure bestlag is defined in autolag

  • PR #7028: BUG: Correct axis None case

  • PR #7040: Bug fix ets get prediction

  • PR #7052: ENH: handle/warn for singularities in MixedLM

  • PR #7055: BUG: Fix squeeze when nsimulation is 1

  • PR #7073: DOC: fix several doc issues in stats functions

  • PR #7088: DOC: augmented docstrings from statsmodels.base.optimizer

  • PR #7090: DOC: Fix contradicting KPSS-statistics interpretations in stationarity_detrending_adf_kpss.ipynb

  • PR #7093: BUG: Correct prediction intervals for ThetaModel

  • PR #7109: some fixes in the doc of grangercausalitytests

  • PR #7116: BUG: don’t raise error in impacts table if no news.

  • PR #7118: MAINT: Fix issues in main branches of dependencies

Last update: Dec 14, 2023