Release 0.13.0¶
Release summary¶
statsmodels is using github to store the updated documentation. Two version are available:
Stable, the latest release
Development, the latest build of the main branch
Warning
API stability is not guaranteed for new features, although even in this case changes will be made in a backwards compatible way if possible. The stability of a new feature depends on how much time it was already in statsmodels main and how much usage it has already seen. If there are specific known problems or limitations, then they are mentioned in the docstrings.
Stats¶
Issues Closed: 238
Pull Requests Merged: 165
The Highlights¶
New cross-sectional models¶
Beta Regression¶
BetaModel
estimates a regression model
for dependent variable in the unit interval such as fractions and proportions
based on the Beta distribution. The Model is parameterized by mean and
precision, where both can depend on explanatory variables through link
functions.
Ordinal Regression¶
statsmodels.miscmodels.ordinal_model.OrderedModel
implements
cumulative link models for ordinal data, based on Logit, Probit or a
userprovided CDF link.
Distributions¶
Copulas¶
Statsmodels includes now basic support for mainly bivariate copulas.
Currently, 10 copulas are available, Archimedean, elliptical and asymmetric
extreme value copulas.
CopulaDistribution
combines a
copula with marginal distributions to create multivariate distributions.
Count distribution based on discretization¶
DiscretizedCount
provides count
distributions generated by discretizing continuous distributions available
in scipy. The parameters of the distribution can be estimated by maximum
likelihood with DiscretizedModel
.
Bernstein Distribution¶
BernsteinDistribution
creates
nonparametric univariate and multivariate distributions using Bernstein
polynomials on a regular grid. This can be used to smooth histograms or
approximate distributions on the unit hypercube. When the marginal distributions
are uniform, then the BernsteinDistribution is a copula.
Statistics¶
Brunner Munzel rank comparison¶
Brunner-Munzel test is nonparametric comparison of two samples and is an
extension of Wilcoxon-Mann-Whitney and Fligner-Policello tests that requires
only ordinal information without further assumption on
the distributions of the samples. Statsmodels provides the Brunner Munzel
hypothesis test for stochastic equality in
rank_compare_2indep
but also
confidence intervals and equivalence testing (TOST) for the stochastically
larger statistic, also known as Common Language effect size.
Nonparametric¶
Asymmetric kernels¶
Asymmetric kernels can nonparametrically estimate density and cumulative
distribution function for random variables that have limited support, either
unit interval or positive or nonnegative real line. Beta kernels are available
for data in the unit interval. The available kernels for positive data are
“gamma”, “gamma2”, “bs”, “invgamma”, “invgauss”, “lognorm”, “recipinvgauss”
and “weibull”
pdf_kernel_asym
estimates
a kernel density given a bandwidth parameter.
cdf_kernel_asym
estimates a kernel cdf.
Time series analysis¶
Autoregressive Distributed Lag Models¶
ARDL
adds support for specifying and estimating ARDL
models, and UECM
support specifying models in error
correction form. ardl_select_order
simplifies selecting
both AR and DL model orders. bounds_test
implements
the bounds test of Peseran, Shin and Smith (2001) for testing whether there is a levels
relationship without knowing teh orders of integration of the variables.
In [1]: from statsmodels.datasets import danish_data
In [2]: import statsmodels.tsa.api as tsa
In [3]: data = danish_data.load().data
In [4]: sel = tsa.ardl_select_order(data.lrm, 3, data[["lry", "ibo", "ide"]], 3, ic="aic")
In [5]: ardl = sel.model
In [6]: ardl.ardl_order
Out[6]: (3, 1, 3, 2)
In [7]: res = ardl.fit()
In [8]: print(res.summary())
ARDL Model Results
==============================================================================
Dep. Variable: lrm No. Observations: 55
Model: ARDL(3, 1, 3, 2) Log Likelihood 139.513
Method: Conditional MLE S.D. of innovations 0.017
Date: Mon, 16 Dec 2024 AIC -251.026
Time: 11:37:56 BIC -223.708
Sample: 10-01-1974 HQIC -240.553
- 07-01-1987
==============================================================================
coef std err z P>|z| [0.025 0.975]
------------------------------------------------------------------------------
const 2.6202 0.568 4.615 0.000 1.472 3.769
lrm.L1 0.3192 0.137 2.336 0.025 0.043 0.596
lrm.L2 0.5326 0.132 4.024 0.000 0.265 0.800
lrm.L3 -0.2687 0.102 -2.631 0.012 -0.475 -0.062
lry.L0 0.6728 0.131 5.129 0.000 0.407 0.938
lry.L1 -0.2574 0.147 -1.749 0.088 -0.555 0.040
ibo.L0 -1.0785 0.322 -3.353 0.002 -1.729 -0.428
ibo.L1 -0.1062 0.586 -0.181 0.857 -1.291 1.079
ibo.L2 0.2877 0.569 0.505 0.616 -0.863 1.439
ibo.L3 -0.9947 0.393 -2.534 0.015 -1.789 -0.201
ide.L0 0.1255 0.554 0.226 0.822 -0.996 1.247
ide.L1 -0.3280 0.721 -0.455 0.652 -1.787 1.131
ide.L2 1.4079 0.552 2.550 0.015 0.291 2.524
==============================================================================
In [9]: uecm = tsa.UECM.from_ardl(ardl)
In [10]: uecm_res = uecm.fit()
In [11]: uecm_res.bounds_test(case=4)
Out[11]:
BoundsTestResult
Stat: 5.43062
Upper P-value: 0.00339
Lower P-value: 0.000335
Null: No Cointegration
Alternative: Possible Cointegration
Fixed parameters in ARIMA estimators¶
Allow fixing parameters in ARIMA estimator Hannan-Rissanen (
hannan_rissanen
) through the newfixed_params
argument
What’s new - an overview¶
The following lists the main new features of statsmodels 0.13.0. In addition, release 0.13.0 includes bug fixes, refactorings and improvements in many areas.
Major Feature¶
Allow fixing parameters in ARIMA estimator Hannan-Rissanen (PR #7497, PR #7501)
OLS add “slim” option to summary method (PR #7693 based on PR #6880)
Add loglog link for use with GLM (PR #7594)
improved default derivatives in CDFLink (PR #7287)
GLM enhanced and corrected
get_distribution
(PR #7535)GLMResults info_criteria, add
dk_params
option to include scale in parameter count (PR #7693)GLMResults add pseudo R-squared, Cox-Snell and McFadden (PR #7682 based on PR #7367)
nonparametric: add tricube kernel (PR #7697 based on PR #7671)
Submodules¶
Documentation
¶
Port missed doc fix (PR #7123)
Rls note (PR #7293)
Minor updates to v0.12.2 release notes (PR #7303)
Update doc for tweedie allowed links (PR #7395)
Don’t point to release version (PR #7399)
Fixed error in linear mixed effects example (PR #7402)
Fix for upstream changes in PyMC3 notebook (PR #7416)
Remove redundant words in PCA docstring (PR #7423)
Misc fixes in docstr of fdrcorrection (PR #7426)
Small doc fixes (PR #7434)
Typo, plats->plots (PR #7458)
Specify impulse to impulse_responses in VARMAX notebook (PR #7475)
Fix errors in theta notebook (PR #7539)
Add github actions to build docs (PR #7540)
Fix GH actions (PR #7541)
Continue working on it (PR #7552)
Continue working on push ability (PR #7553)
Continue working on push ability (PR #7554)
Finalize push ability (PR #7555)
Finalize push ability (PR #7556)
Finalize push ability (PR #7557)
Finalize push ability (PR #7558)
Get doc push to work (PR #7559)
Get doc push to work (PR #7560)
Get doc push to work (PR #7561)
Improve rolling OLS notebook (PR #7572)
Correct docstring (PR #7587)
Copula in user guide and examples (PR #7607)
Improve ARDL and documentation (PR #7611)
Clarify which series is on x-axis (PR #7612)
Small clean of example (PR #7614)
Spelling error in docs fixed (PR #7618)
Update dev page flake8 command to follow PULL_REQUEST_TEMPLATE.md (PR #7644)
Improve copula notebook (PR #7651)
Remove duplication methods section (PR #7676)
Second try ixing duplicate methods (PR #7677)
Fix a typo (PR #7681)
Improve ARDL notebook (PR #7699)
Update versions.json (PR #7702)
Update versions file (PR #7708)
Update release note (PR #7714)
Update release note (PR #7726)
Correct MultivariateTestResults doc string (PR #7735)
Correct MultivariateTestResults doc string (PR #7738)
Add missing function doc head (PR #7740)
More 0.13 (PR #7757)
Fix lowess notebook (PR #7770)
Performance
¶
backport
¶
base
¶
Use np.linalg.solve() instead of np.linalg.inv() in Newton-Raphson Algorithm (PR #7429)
Allow remove_data to work when an attribute is not implemented (PR #7511)
REF/BUG generic likelihood LLRMixin use df_resid instead of df_model for llr_pvalue (PR #7586)
Raise when invalid optimization options passed to optimizer (PR #7596)
datasets
¶
Add an error message for not found data (PR #7490)
discrete
¶
Add discretized count distribution (PR #7488)
ZI predict, fix offset default if None, allow exog_infl None if constant (PR #7670)
distributions
¶
Copula 7254 rebased (PR #7408)
Add discretized count distribution (PR #7488)
Random number generation wrapper for rng, qrng (PR #7608)
BUG/REF copula another round for 0.13 (PR #7648)
Temporarily change the default RNG in check_random_state (PR #7652)
More copula improvements for 0.13 (PR #7723)
docs
¶
Fix for upstream changes in PyMC3 notebook (PR #7416)
Correct small typo in Theta model Notebook (PR #7450)
Prevent indent running on None (PR #7462)
Update versions file (PR #7708)
Improve docs and docstrings, mainly for recent additions (PR #7727)
Api.py, docstring improvements (PR #7732)
Add to release notes, smaller doc fixes, references (PR #7743)
genmod
¶
Change default derivative in CDFLink (PR #7287)
Allow user to configure GEE qic (PR #7471)
Score and Hessian for Tweedie models (PR #7489)
BUG/ENH fix and enh GLM, family get_distribution (PR #7535)
Enh glm loglog (PR #7594)
McFadden and Cox&Snell Pseudo R squared to GLMResults (PR #7682)
Add dk_params option to GLM info_criteria (PR #7693)
Warn kwargs glm (PR #7750)
GLM init invalid kwargs use ValueWarning (PR #7751)
graphics
¶
Fix UserWarning: marker is redundantly defined (Matplotlib v 3.4.1) (PR #7400)
Fix axis labels in qqplots (PR #7413)
Remove typo in plot_pacf example (PR #7514)
Start process of changing default in plot-pacf (PR #7582)
Improve limit format in diff plot (PR #7592)
Clarify which series is on x-axis (PR #7612)
Graphics.plot_partregress add eval_env options (PR #7673)
io
¶
Add support for pickling for generic path-like objects (PR #7581)
Fix summary().as_latex, line in top table dropped (PR #7748)
maintenance
¶
V0.12.1 backports (PR #7121)
Backport fixes for 0.12.2 compat release (PR #7221)
Fix descriptive stats with extension dtypes (PR #7404)
Fix pip pre test failures (PR #7405)
Fix README badges (PR #7406)
Silence warnings and future compat (PR #7425)
Use loadscope to avoid rerunning setup (PR #7432)
Remove cyclic import risks (PR #7438)
Fit future and deprecation warnings (PR #7474)
Avoid future issues in pandas (PR #7495)
Remove 32-bit testing (PR #7536)
Fix contrasts for Pandas changes (PR #7546)
Correct example implementation (PR #7547)
Check push ability (PR #7551)
Remove deprecated functions (PR #7575)
Remove additional deprecated features (PR #7577)
Remove recarray (PR #7578)
Remove deprecated code (PR #7579)
Correct notebooks for deprecations (PR #7580)
Fix spelling errors (PR #7583)
Clarify minimum versions (PR #7590)
Revert exception to warning (PR #7599)
Silence future warnings (PR #7617)
Avoid passing bad optimization param (PR #7620)
Pin matplotlib (PR #7641)
Modernize prediction in notebooks (PR #7649)
Protect against changes in numeric indexes (PR #7685)
Final issues in __all__ (PR #7742)
Fix hard to reach errors (PR #7744)
multivariate
¶
Multivariate - Return E and H matrices in dict (PR #5491)
Added the option full_matrices=False in the PCA method (PR #7329)
Factor fit ml em resets seed (rebased) (PR #7703)
Correct MultivariateTestResults doc string (PR #7735)
Correct MultivariateTestResults doc string (PR #7738)
Add missing function doc head (PR #7740)
nonparametric
¶
ENH add tricube kernel (PR #7697)
Fix lowess spikes/nans from epsilon values (PR #7766)
Improve Lowess (PR #7768)
othermod
¶
Betareg rebased3 Beta regression (PR #7543)
REF/BUG generic likelihood LLRMixin use df_resid instead of df_model for llr_pvalue (PR #7586)
Oaxaca Variance/Other Models (PR #7713)
regression
¶
Allow remove_data to work when an attribute is not implemented (PR #7511)
Fix scale parameter in elastic net (PR #7571)
Regression, allow remove_data to remove wendog, wexog, wresid (PR #7595)
Spelling error in docs fixed (PR #7618)
Add dk_params option to GLM info_criteria (PR #7693)
Quantile regression use dimension of x matrix rather than rank (PR #7694)
Add option for slim summary in OLS results (PR #7696)
Enable VIF to work with DataFrames (PR #7704)
stats
¶
Runs test numeric cutoff error (PR #7422)
Resolve TODO in proportion.py (PR #7515)
Improve sidak multipletest precision close to zero (PR #7668)
Proportions_chisquare prevent integer overflow (PR #7669)
Fix lilliefors results for single-column DataFrames (PR #7698)
Describe / Description do not return percentiles (PR #7710)
ENH: add options to meta-analysis plot_forest (PR #7772)
tools
¶
tsa
¶
Add Helper function to solve for polynomial coefficients from roots for ARIMA (PR #6921)
Changed month abbreviations with localization (PR #7409)
Add ARDL model (PR #7433)
Fix typo in ets error (PR #7435)
Add fixed_params to Hannan Rissanen (GH7202) (PR #7497)
Enable ARIMA.fit(method=’hannan_rissanen’) with fixed parameters (GH7501) (PR #7502)
Fix errors when making dynamic forecasts (PR #7516)
Correct index location of seasonal (PR #7545)
Handle non-date index with a freq (PR #7574)
Start process of changing default in plot-pacf (PR #7582)
Correct docstring (PR #7587)
Let VAR results complete when model has perfect fit (PR #7588)
Rename nc to n everywhere (PR #7593)
Improve ARDL and documentation (PR #7611)
Add RUR stationarity test to statsmodels.tsa.stattools (PR #7616)
Improve ARDL and UECM (PR #7619)
Improve error message in seasonal for bad freq (PR #7643)
ENH Fixed Range Unit-Root critical values (PR #7645)
Add SARIMAX FAQ (PR #7656)
Add to the SARIMAX FAQ (PR #7659)
Improve SARIMAX FAQ Notebook (PR #7661)
Improve ARIMA documentation (PR #7662)
Update TSA Api (PR #7701)
Correct ArmaProcess.from_estimation (PR #7709)
Added fft to ccovf and ccf (PR #7721)
tsa.statespace
¶
Port missed doc fix (PR #7123)
Forecast after extend w/ time varying matrix (PR #7437)
Specify impulse to impulse_responses in VARMAX notebook (PR #7475)
Column name can be passed as an argument in impulse_responses in VARMAX (PR #7506)
Statespace MLEModel false validation error with nested fix_params (GH7507) (PR #7508)
Ensure attributes exist (PR #7538)
Ensure warning does not raise (PR #7589)
Assert correct iloc dtypes (PR #7737)
tsa.vector.ar
¶
bug-wrong¶
A new issue label type-bug-wrong indicates bugs that cause that incorrect numbers are returned without warnings. (Regular bugs are mostly usability bugs or bugs that raise an exception for unsupported use cases.) see tagged issues
Major Bugs Fixed¶
See github issues for a list of 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 0.13.0 release (based on git log):
Aidan Russell
Alexander Stiebing
Austin Adams
Ben Greiner
Brent Pedersen
Chad Fulton
Chadwick Boulay
Edwin Rijgersberg
Ezequiel Smucler
Mcbain
Graham Inggs
Greg Mcmahan
Helder Oliveira
Hsiao Yi
Jack Liu
Jake Jiacheng Liu
Jeremy Bejarano
Joris Van Den Bossche
Josef Perktold
Juan Orduz
Kerby Shedden
Kevin Sheppard
Luke Gregor
Malte Zietlow
Masanori Kanazu
Max Mahlke
Michele Fortunato
Mike Ovyan
Min Rk
Natalie Heer
Nikolai Korolev
Omar Gutiérrez
Oswaldo
Pamphile Roy
Pratyush Sharan
Roberto Nunes Mourão
Simardeep27
Simon Høxbro Hansen
Sin Kim
Skipper Seabold
Stefan Appelhoff
Thomas Brooks
Tomohiro Endo
Wahram Andrikyan
cxan96
janosbiro
partev
w31ha0
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:
PR #5491: ENH: multivariate - Return E and H matrices in dict
PR #6921: ENH: Add Helper function to solve for polynomial coefficients from roots for ARIMA
PR #7121: MAINT: v0.12.1 backports
PR #7123: DOC: Port missed doc fix
PR #7221: MAINT: Backport fixes for 0.12.2 compat release
PR #7222: Backports
PR #7287: REF: change default derivative in CDFLink
PR #7291: Backports
PR #7293: Rls note
PR #7303: DOC: Minor updates to v0.12.2 release notes
PR #7329: ENH: Added the option full_matrices=False in the PCA method
PR #7395: DOC: update doc for tweedie allowed links
PR #7397: BUG: Fix float index usage in IRF error bands
PR #7399: DOC: Don’t point to release version
PR #7400: MAINT: Fix UserWarning: marker is redundantly defined (Matplotlib v 3.4.1)
PR #7402: DOC: fixed error in linear mixed effects example
PR #7404: MAINT: Fix descriptive stats with extension dtypes
PR #7405: MAINT: Fix pip pre test failures
PR #7406: MAINT: Fix README badges
PR #7408: Copula 7254 rebased
PR #7409: ENH: changed month abbreviations with localization
PR #7413: BUG: Fix axis labels in qqplots
PR #7416: MAINT: Fix for upstream changes in PyMC3 notebook
PR #7422: BUG: Runs test numeric cutoff error
PR #7423: DOC/MAINT: Remove redundant words in PCA docstring
PR #7425: MAINT: Silence warnings and future compat
PR #7426: DOC: misc fixes in docstr of fdrcorrection
PR #7429: ENH: Use np.linalg.solve() instead of np.linalg.inv() in Newton-Raphson Algorithm
PR #7432: MAINT: Use loadscope to avoid rerunning setup
PR #7433: ENH: Add ARDL model
PR #7434: DOC: Small doc fixes
PR #7435: fix typo in ets error
PR #7437: BUG: forecast after extend w/ time varying matrix
PR #7438: MAINT: Remove cyclic import risks
PR #7450: Correct small typo in Theta model Notebook
PR #7458: DOC: typo, plats->plots
PR #7462: BUG: Prevent indent running on None
PR #7471: ENH: Allow user to configure GEE qic
PR #7474: MAINT: Fit future and deprecation warnings
PR #7475: Specify impulse to impulse_responses in VARMAX notebook
PR #7488: ENH: add discretized count distribution
PR #7489: BUG: score and Hessian for Tweedie models
PR #7490: ENH: Add an error message for not found data
PR #7495: MAINT: Avoid future issues in pandas
PR #7497: ENH: Add fixed_params to Hannan Rissanen (GH7202)
PR #7502: ENH: Enable ARIMA.fit(method=’hannan_rissanen’) with fixed parameters (GH7501)
PR #7506: ENH: Column name can be passed as an argument in impulse_responses in VARMAX
PR #7508: BUG: statespace MLEModel false validation error with nested fix_params (GH7507)
PR #7511: Allow remove_data to work when an attribute is not implemented
PR #7514: Remove typo in plot_pacf example
PR #7515: resolve TODO in proportion.py
PR #7516: BUG: Fix errors when making dynamic forecasts
PR #7535: BUG/ENH fix and enh GLM, family get_distribution
PR #7536: MAINT: Remove 32-bit testing
PR #7538: BUG: Ensure attributes exist
PR #7539: DOC: Fix errors in theta notebook
PR #7540: MAINT: Add github actions to build docs
PR #7541: MAINT: Fix GH actions
PR #7543: Betareg rebased3 Beta regression
PR #7545: BUG: Correct index location of seasonal
PR #7546: MAINT: Fix contrasts for Pandas changes
PR #7547: MAINT: Correct example implementation
PR #7551: MAINT: Check push ability
PR #7552: MAINT: Continue working on it
PR #7553: MAINT: Continue working on push ability
PR #7554: MAINT: Continue working on push ability
PR #7555: MAINT: Finalize push ability
PR #7556: MAINT: Finalize push ability
PR #7557: MAINT: Finalize push ability
PR #7558: MAINT: Finalize push ability
PR #7559: MAINT: Get doc push to work
PR #7560: MAINT: Get doc push to work
PR #7561: MAINT: Get doc push to work
PR #7571: BUG: Fix scale parameter in elastic net
PR #7572: DOC: Improve rolling OLS notebook
PR #7574: BUG: Handle non-date index with a freq
PR #7575: MAINT: Remove deprecated functions
PR #7577: MAINT: Remove additional deprecated features
PR #7578: MAINT: Remove recarray
PR #7579: MAINT: Remove deprecated code
PR #7580: MAINT: Correct notebooks for deprecations
PR #7581: ENH: Add support for pickling for generic path-like objects
PR #7582: ENH: Start process of changing default in plot-pacf
PR #7583: MAINT: Fix spelling errors
PR #7586: REF/BUG generic likelihood LLRMixin use df_resid instead of df_model for llr_pvalue
PR #7587: DOC: Correct docstring
PR #7588: BUG: Let VAR results complete when model has perfect fit
PR #7589: BUG: Ensure warning does not raise
PR #7590: MAINT: Clarify minimum versions
PR #7591: ENH: Add error if too few values
PR #7592: ENH: Improve limit format in diff plot
PR #7593: MAINT: Rename nc to n everywhere
PR #7594: Enh glm loglog
PR #7595: BUG: regression, allow remove_data to remove wendog, wexog, wresid
PR #7596: ENH: Raise when invalid optimization options passed to optimizer
PR #7599: MAINT: Revert exception to warning
PR #7607: DOC: copula in user guide and examples
PR #7608: ENH: random number generation wrapper for rng, qrng
PR #7611: ENH: Improve ARDL and documentation
PR #7612: BUG/DOC: Clarify which series is on x-axis
PR #7614: DOC: Small clean of example
PR #7616: ENH: Add RUR stationarity test to statsmodels.tsa.stattools
PR #7617: MAINT: Silence future warnings
PR #7618: DOC: spelling error in docs fixed
PR #7619: ENH: Improve ARDL and UECM
PR #7620: MAINT: Avoid passing bad optimization param
PR #7641: MAINT: Pin matplotlib
PR #7643: ENH: Improve error message in seasonal for bad freq
PR #7644: DOC: Update dev page flake8 command to follow PULL_REQUEST_TEMPLATE.md
PR #7645: ENH Fixed Range Unit-Root critical values
PR #7648: BUG/REF copula another round for 0.13
PR #7649: MAINT: Modernize prediction in notebooks
PR #7651: ENH: Improve copula notebook
PR #7652: MAINT: Temporarily change the default RNG in check_random_state
PR #7656: DOC: Add SARIMAX FAQ
PR #7659: DOC: Add to the SARIMAX FAQ
PR #7661: DOC: Improve SARIMAX FAQ Notebook
PR #7662: DOC: Improve ARIMA documentation
PR #7668: BUG: improve sidak multipletest precision close to zero
PR #7669: BUG: proportions_chisquare prevent integer overflow
PR #7670: BUG: ZI predict, fix offset default if None, allow exog_infl None if constant
PR #7673: ENH/BUG: graphics.plot_partregress add eval_env options
PR #7676: DOC: Remove duplication methods section
PR #7677: DOC: Second try ixing duplicate methods
PR #7681: fix a typo
PR #7682: ENH: McFadden and Cox&Snell Pseudo R squared to GLMResults
PR #7685: MAINT: Protect against changes in numeric indexes
PR #7693: ENH: add dk_params option to GLM info_criteria
PR #7694: ENH: quantile regression use dimension of x matrix rather than rank
PR #7696: ENH: add option for slim summary in OLS results
PR #7697: ENH add tricube kernel
PR #7698: ENH: Fix lilliefors results for single-column DataFrames
PR #7699: DOC: Improve ARDL notebook
PR #7701: MAINT: Update TSA Api
PR #7702: DOC: Update versions.json
PR #7703: BUG: Factor fit ml em resets seed (rebased)
PR #7704: ENH: Enable VIF to work with DataFrames
PR #7708: MAINT: Update versions file
PR #7709: BUG: Correct ArmaProcess.from_estimation
PR #7710: BUG: describe / Description do not return percentiles
PR #7713: ENH: Oaxaca Variance/Other Models
PR #7714: DOC: Update release note
PR #7721: ENH: Added fft to ccovf and ccf
PR #7723: REF/ENH: more copula improvements for 0.13
PR #7726: DOC: Update release note
PR #7727: DOC: improve docs and docstrings, mainly for recent additions
PR #7732: DOC: api.py, docstring improvements
PR #7735: DOC: Correct MultivariateTestResults doc string
PR #7737: TST: Assert correct iloc dtypes
PR #7738: DOC: Correct MultivariateTestResults doc string
PR #7739: MAINT: Fix style issue
PR #7740: DOC: add missing function doc head
PR #7742: MAINT: Final issues in __all__
PR #7743: DOC: add to release notes, smaller doc fixes, references
PR #7744: MAINT: Fix hard to reach errors
PR #7748: BUG: fix summary().as_latex, line in top table dropped
PR #7750: ENH: Warn kwargs glm
PR #7751: REF: GLM init invalid kwargs use ValueWarning
PR #7757: BUG/MAINT/DOC: more 0.13
PR #7766: BUG: fix lowess spikes/nans from epsilon values
PR #7768: PERF/TST: Improve Lowess
PR #7770: DOC: Fix lowess notebook
PR #7772: ENH: add options to meta-analysis plot_forest