Matthew Gilbert

I'm unsure if I am misunderstanding something or if there is a linking issue. For Cocoa `HS92ID 1801` I am seeing that Ghana is the largest exporter, with a value...

ENH: add a function to compute residuals for RollingOLS

11

I'm wondering if it is possible to get residuals from the fit object of a `statsmodels.regression.rolling.RollingOLS` model? Something akin to `statsmodels.regression.linear_model.RegressionResultsWrapper.resid`, `statsmodels.regression.recursive_ls.RecursiveLSResultsWrapper.resid` or `statsmodels.regression.recursive_ls.RecursiveLSResultsWrapper.resid_recursive`? (As an aside, @ChadFulton is there...

ExcelGetGridRequest Response Element Inconsistent with Schema

1

Data returned from making a `ExcelGetGridRequest` seems inconsistent with schema. An `element` is a `blpapi.DataType.CHOICE` however `element.getChoice()` raises an error. This is illustrated below. ```python import blpapi def get_messages(session): msgs...

Currently there are sporadic `pure virtual method called` errors when `bulkref_hist` is called. The general setup looks like ```python import pdblp con = pdblp.BCon() con.sart() con.bulkref_hist("BCOM Index", "INDX_MWEIGHT_HIST", ["20100201"], date_field="END_DATE_OVERRIDE")...