Vladimir Ivanov

Why `curl` in `build_test_model` rather than `jacobian3`?

2

Hi @byungsook. In the `build_test_model` function, `curl` is used: ```python self.G_ = curl(self.G_s) ``` while in `build_model` method, `jacobian3` is called: ```python _, self.G_ = jacobian3(self.G_s) ``` why is it...

External regressors

1

Hi. Is it possible to add external regressors to a model? Just like you can specify external.regressors for a model in rugarch package. Or exegenous covariates in matlab: https://www.mathworks.com/help/econ/arima-model-including-exogenous-regressors.html