:orphan:

==============
Release 0.13.0
==============

Release summary
===============

statsmodels is using github to store the updated documentation. Two version are available:

- `Stable <https://www.statsmodels.org/>`_, the latest release
- `Development <https://www.statsmodels.org/devel/>`_, 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
~~~~~~~~~~~~~~~
:class:`~statsmodels.othermod.betareg.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
~~~~~~~~~~~~~~~~~~
:class:`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.
:class:`~statsmodels.distributions.copula.api.CopulaDistribution` combines a
copula with marginal distributions to create multivariate distributions.

Count distribution based on discretization
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
:class:`~statsmodels.distributions.discrete.DiscretizedCount` provides count
distributions generated by discretizing continuous distributions available
in scipy. The parameters of the distribution can be estimated by maximum
likelihood with :class:`~statsmodels.distributions.discrete.DiscretizedModel`.

Bernstein Distribution
~~~~~~~~~~~~~~~~~~~~~~
:class:`~statsmodels.distributions.berstein.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
:func:`~statsmodels.stats.nonparametric.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”
:func:`~statsmodels.nonparametric.kernels_asymmetric.pdf_kernel_asym` estimates
a kernel density given a bandwidth parameter.
:func:`~statsmodels.nonparametric.kernels_asymmetric.cdf_kernel_asym`
estimates a kernel cdf.


Time series analysis
--------------------

Autoregressive Distributed Lag Models
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
:class:`~statsmodels.tsa.ardl.ARDL` adds support for specifying and estimating ARDL
models, and :class:`~statsmodels.tsa.ardl.UECM` support specifying models in error
correction form. :func:`~statsmodels.tsa.ardl.ardl_select_order` simplifies selecting
both AR and DL model orders. :func:`~statsmodels.tsa.ardl.UECM.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.

.. ipython:: python

   from statsmodels.datasets import danish_data
   import statsmodels.tsa.api as tsa

   data = danish_data.load().data
   sel = tsa.ardl_select_order(data.lrm, 3, data[["lry", "ibo", "ide"]], 3, ic="aic")
   ardl = sel.model
   ardl.ardl_order

.. ipython:: python

   res = ardl.fit()
   print(res.summary())

.. ipython:: python

   uecm = tsa.UECM.from_ardl(ardl)
   uecm_res = uecm.fit()
   uecm_res.bounds_test(case=4)


Fixed parameters in ARIMA estimators
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
- Allow fixing parameters in ARIMA estimator Hannan-Rissanen
  (:func:`~statsmodels.tsa.arima.estimators.hannan_rissanen`) through the new
  ``fixed_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``
~~~~~~~~~~~~~~~
- Added fft to ccovf and ccf  (:pr:`7721`)
- Improve Lowess  (:pr:`7768`)



``backport``
~~~~~~~~~~~~
- Backports  (:pr:`7222`)
- Backports  (:pr:`7291`)
- Forecast after extend w/ time varying matrix  (:pr:`7437`)



``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``
~~~~~~~~~
- Change default derivative in CDFLink  (:pr:`7287`)
- Fix style issue  (:pr:`7739`)



``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``
~~~~~~~~~~~~~~~~~
- Fix float index usage in IRF error bands  (:pr:`7397`)
- Add error if too few values  (:pr:`7591`)





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 <https://github.com/statsmodels/statsmodels/issues?q=is%3Aissue+label%3Atype-bug-wrong+is%3Aclosed+milestone%3A0.13>`_


Major Bugs Fixed
================

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

- `Closed bugs <https://github.com/statsmodels/statsmodels/pulls?utf8=%E2%9C%93&q=is%3Apr+is%3Amerged+milestone%3A0.13+label%3Atype-bug>`_
- `Closed bugs (wrong result) <https://github.com/statsmodels/statsmodels/pulls?q=is%3Apr+is%3Amerged+milestone%3A0.13+label%3Atype-bug-wrong>`_


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
- G. D. 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
