Ross Taylor comments

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                                            Ross Taylor

pip install doesn't work

Hey @EtienneGagnon1, it looks this is a common issue that has happened with some other libraries, see for instance: https://github.com/numpy/numpy/issues/11483. You might be able to find how they solved it...

Wrong dates when doing prediction with ARMA model

Taking a look at this today!

updated setup.py to install seaborn dependency built-in results plotting

Thanks for the PR - will look at this later in the week

Included a variable with a set of nonzero AR parameters for ARMA and VAR

Hey Eduardo - thanks for the pull request! I haven't had a chance to look at the library for a while, so I will look this weekend, including your PR....

getting fitted values and residuals

Hi Graham - agreed, it would be nice to make this easier rather than having to construct manually. The results objects are also in need of further documentation, so will...

ARIMA models with non-zero integ parameter can't predict.

Thanks for reporting the issue. I'll look to get this fixed for the upcoming release. Strange because I thought tests covered that, but will have a look

Does MA estimate the right coefficients?

Thank you for reporting this issue. I did some tests a year ago between different packages (R/Python) and the results were inconsistent - in some cases the PyFlux implementation gave...

function pf.acf_plot has some problems

Think this function was experimental - but will try to have a look if I can later in the week

Bayesian Vector Autoregression - missing uk_economy.csv dataset for example

Thanks - will look to provide on the repo

Prediction of business days gets the wrong index

Yes, it doesn't work for business days (very naive implementation with shift_dates!). Workaround in meantime is to replace the index with your own index.