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Releases: LAMPSPUC/StateSpaceLearning.jl

fix simultaneous use of stochastic and deterministic exogenous

27 May 17:32
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Merge pull request #69 from LAMPSPUC/fix_simult_use_det_est_exogs

fix simultaneous use of stochastic and deterministic exogenous

fix deterministic cycle simulation

30 Apr 21:13
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Merge pull request #67 from LAMPSPUC/fix_deterministic_cycle_simulation

fix deterministic cycle simulation

Handle decomposition edge cases

30 Apr 18:02
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Merge pull request #65 from LAMPSPUC/handle_decomposition_edge_cases

handle decomposition edge cases

fix cycle decomposition for stochastic start > 0

30 Apr 16:43
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Merge pull request #63 from LAMPSPUC/fix_cycle_decomposition

fix cycle decomposition for stochastic start > 0

Handle simulation with nan values in dependent series

30 Apr 14:29
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Merge pull request #61 from LAMPSPUC/handle_nan_residuals_simulation

avoid simulating NaN residuals in residuals boostrapping

v2.0.0: Merge pull request #59 from LAMPSPUC/major_update

28 Apr 18:07
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Add new features (dynamic exog coefs), new forecasting procedure, structural model input changes

fix innovation simulation phi

20 Mar 14:57
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Merge pull request #55 from LAMPSPUC/fix_innovation_simulation

fix innovation_simulation phi

Handle time series bug format

17 Feb 11:32
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Merge pull request #52 from LAMPSPUC/fix_y_format_bug

fix y format bug

Add Cycle Component

14 Feb 20:21
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Merge pull request #50 from LAMPSPUC/add_cycle

add cycle component

Fix model without stochastic components

07 Feb 15:44
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v1.3.2

Merge pull request #48 from LAMPSPUC/fix_model_without_stochastic_com…