v0.5.9

StateSpaceModels v0.5.9

Diff since v0.5.8

Closed issues:

• Add a small example on README.md (#189)
• Make an ETS that allows for all linear models (#233)

Merged pull requests:

• Add ETS models (#254) (@guilhermebodin)
• Improve table print and add model name (#255) (@guilhermebodin)
• Fix ETS documentation (#256) (@guilhermebodin)
• Add auto_ets function (#257) (@guilhermebodin)

v0.5.8

StateSpaceModels v0.5.8

Diff since v0.5.7

Closed issues:

• Implement a plot to analyze the standard residuals (#242)
• Problem using Kalman Filter (#243)
• implement auto.arima (#248)
• performance question (#249)

Merged pull requests:

• Add residuals plots (#250) (@guilhermebodin)
• fix WPI docs (#251) (@guilhermebodin)
• Fix StatsBase Toml (#252) (@guilhermebodin)
• fix statsbase on 0.33 (#253) (@guilhermebodin)

v0.5.7

StateSpaceModels v0.5.7

Diff since v0.5.6

Closed issues:

• ARIMA model (#245)

Merged pull requests:

• Fix idx forecast (#246) (@guilhermebodin)

v0.5.6

StateSpaceModels v0.5.6

Diff since v0.5.5

Closed issues:

• Make Plot Recipes for Unobserved Components model (#232)
• Make Plot Recipes for simulated scenarios (#235)
• Implement a backtest procedure (#239)

Merged pull requests:

• Add scenarios plots (#236) (@guilhermebodin)
• Add UC plot recipe (#237) (@guilhermebodin)
• Implement a backtest procedure (#244) (@guilhermebodin)

v0.5.5

StateSpaceModels v0.5.5

Diff since v0.5.4

Merged pull requests:

• bug fix in constrain_box! (#229) (@guilhermebodin)
• Added some docs for unobserved components (#230) (@guilhermebodin)

v0.5.4

StateSpaceModels v0.5.4

Diff since v0.5.3

Closed issues:

• Add examples (#127)
• Update optimization dependency (#181)

Merged pull requests:

• SARIMA docs (#225) (@guilhermebodin)
• Update documentation everywhere (#226) (@guilhermebodin)
• Add Optim v1.2 to compat in Project.toml. (#227) (@pkofod)
• Add UnobservedComponents (#228) (@guilhermebodin)

v0.5.3

StateSpaceModels v0.5.3

Diff since v0.5.2

Closed issues:

• Add Plot recipes for forecasting and components (#170)
• Discover how to evaluate p_values without Distributions.jl (#186)
• Lead-time forecasting (#198)
• Stable documentation points to 0.3 (#217)

Merged pull requests:

• Add a mean term in ARIMA (#219) (@guilhermebodin)
• Add SARIMA (#221) (@guilhermebodin)
• Added a forecasting recipe (#223) (@guilhermebodin)
• Fix project toml (#224) (@guilhermebodin)

v0.5.2

StateSpaceModels v0.5.2

Diff since v0.5.1

Closed issues:

• request - return loglikehood of model without optimizing (#185)
• Help with some pathological forecasts (#201)
• Consider standardising the data internally (#206)

Merged pull requests:

• Fix arima (#218) (@guilhermebodin)

v0.5.1

StateSpaceModels v0.5.1

Diff since v0.5.0

Merged pull requests:

• Some doc improvements (#208) (@raphaelsaavedra)
• Fix some math errors in docs (#209) (@raphaelsaavedra)
• fix docs (#210) (@guilhermebodin)
• Small docstring fixes (#211) (@raphaelsaavedra)
• Add local level with explanatory variables (#215) (@guilhermebodin)

v0.5.0

StateSpaceModels v0.5.0

Diff since v0.4.0

Closed issues:

• Add ARIMA constructor (#116)
• Add diagnostics struct to be returned after model is estimated (#130)
• Function to update just the Kalman filter (#157)
• Add time limit option to optimization (#158)
• Add struct and print for the fit results (#166)
• Add the multivariate kalman filter (#168)
• Add and test an example with Cycles (#171)
• Major to do's for 0.4 (#178)

Merged pull requests:

• Refactoring to 0.5 (#174) (@raphaelsaavedra)
• Add local level with cycle (#204) (@guilhermebodin)
• Adjust code to Blue Style (#205) (@raphaelsaavedra)
• [ci skip] Add Distributions compat (#207) (@guilhermebodin)