Kevin Sheppard

Thanks for the patch.

Closing and reopenign to get CI to run, to make sure test fail is unrelated. Otherwise LGTM.

Couldn't get CI to run for some reason, so have move to #9395 .

> It is crucial to use `np.clip()` instead of python's `max()` , because `np.clip()` propagates NaN values, whereas `max()` suppresses NaN. Could use `nanmax` instead.

If you have the same predictave variables but the response (LHS) is changing, you can go much, much better. ```python import numpy as np import statsmodels.api as sm nperiods =...

I agree that these statistics are only sufficient for identification in the case of a single variable. They are still necessary when you have multiple variables, so not useless. I...

What happens if you build with NumPy 2.0 and SciPy 1.13 and then run against NumPy 2.1 and the latest SciPy. I don't have a Mac but have been unable...

This isn't a NumPy bug. The issue is that when SciPy exported the symbol, statamodels would link to the SciPy one when built. If SciPy doesn't export it, which it...

I just triggered a rebuild https://github.com/MacPython/statsmodels-wheels/actions/runs/10819773348/job/30018391314 and the test fails (for some reason CIBW doesn't fail, but if you click in you will see ``` ImportError: dlopen(/private/var/folders/py/lcjn3y352g1106vf1rqk521r0000gn/T/cibw-run-vbsb2fhv/cp312-macosx_x86_64/venv-test/lib/python3.12/site-packages/statsmodels/tsa/statespace/_representation.cpython-312-darwin.so, 0x0002): symbol not...

I cannot get OSX to work on any Python now. The key compilation lines are ``` 2024-09-12T17:37:12.6515370Z gcc -Wno-unused-result -Wsign-compare -Wunreachable-code -fno-common -dynamic -DNDEBUG -g -fwrapv -O3 -Wall -g -arch...