Kevin Sheppard comments

Results 499 comments of


                                            Kevin Sheppard

fixed aic computation

Looks good. Need to see if any tests rely on this.

fixed aic computation

One second thought, it is possible the +1 is for the estimated variance, so perhaps this isn't that strange. Ultimately as a ranking criteria it makes no difference to +1...

[ENH] Add Great Tables export for regression results (Results.as_gt())

Very nice!

Added cross_validate method to ARIMA class

I think this should probably remain in pmdarima where it is better maintained.

Linear model - divide by zero encountered in scalar divide

Can you share a full reproducer?

`anova_single` fails both with `np.ndarray` and `pd.DataFrame`

This is expected. Per the docs: **Notes** Model statistics are given in the order of args. Models must have been fit using the formula api.

`anova_single` fails both with `np.ndarray` and `pd.DataFrame`

https://www.statsmodels.org/dev/generated/statsmodels.stats.anova.anova_lm.html

ENH: Allow weights in RollingWLS to match the window length instead of the data length, and interpret appropriately

I think it doesn't support the type of weights you want. You want weights that are used within a single rolling regression. The weights are attached to observations and so...

ENH: Allow weights in RollingWLS to match the window length instead of the data length, and interpret appropriately

The reason why the case for weights being the same len as y is precisely what you mentioned. In the current case, you can do a one-off operation and then...

Support of handling nan values for cluster or panel cov_type with from_formula

This is a complex request. I think it makes more sense for end users to handle NaNs as needed. When I use routines like this, I often construct my variables,...