lucheroni

Thank you for the swift answer. It works. Very interesting library! I have another simple question, if you don't mind. I'm specifically interested to the possibility of using Sklearn-API regressors...

I asked because I'm trying to check the in-sample predictions, and I'm getting a strange behavior. In the following snippet I define an AR(2) model with two parameters only (no...

Thank you for the clarification. My point is related exactly to what you embedded in the code. It seems that the library re-fits the data each time one calls .predict(),...

I hope you'll be able to implement the method in a different way, if you want to push the scikit compatibility feature of your library to being used by the...