Release 0.12.2

Release summary

Statsmodels 0.12.2 is a bug-fix release with no new features compared to 0.12.1. Notable changes include fixes for a bug that could lead to incorrect results in forecasts with the new ARIMA model (when d > 0 and trend=’t’) and a bug in the LM test for autocorrelation.

Documentation

Documentation for the current release and for ongoing development are available at:

Stats

Issues Closed: 42

Pull Requests Merged: 4

Major Bugs Fixed

The primary bugs fixed include:

  • PR #7250: Bug in forecasting with new ARIMA model when d > 0 and trend=’t’.

  • PR #7259: Bug in LM test for autocorrelation

See github issues for a list of all bug fixes included in this 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

  • Chad Fulton

  • Brock Mendel

  • Peter Quackenbush

  • Kerby Shedden

  • Kevin Sheppard

and the general maintainer and code reviewer

  • Josef Perktold

Additionally, many users contributed by participation in github issues and providing feedback.

Thanks to all of the contributors for the 0.12.2 release (based on git log):

  • Chad Fulton

  • Graham Inggs

  • Joris Van Den Bossche

  • Josef Perktold

  • Kevin Sheppard

  • Mike Ovyan

  • Natalie Heer

These lists of names are automatically generated based on git log, and may not be complete.

Merged Pull Requests

The following Pull Requests were merged since the last release: