bashtage / arch

ARCH models in Python

Date Created 2014-08-29 (10 years ago)

Commits 1,167 (last one 24 days ago)

Stargazers 1,359 (0 this week)

Watchers 49 (0 this week)

Forks 255

License other

Ranking

RepositoryStats indexes 609,392 repositories, of these bashtage/arch is ranked #39,315 (94th percentile) for total stargazers, and #42,740 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #6,130/122,942.

bashtage/arch is also tagged with popular topics, for these it's ranked: bootstrap (#117/1006), time-series (#66/683), finance (#70/598), forecasting (#25/192)

Other Information

bashtage/arch has 7 open pull requests on Github, 469 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 24 open issues and 189 closed issues.

There have been 49 releases, the latest one was published on 2024-11-04 (2 months ago) with the name Release 7.2.

Homepage URL: http://bashtage.github.io/arch/

All Topics

adf spa arch risk garch df-gls finance variance bootstrap unit-root volatility forecasting time-series dickey-fuller reality-check phillips-perron model-confidence-set financial-econometrics multiple-comparison-procedures

Star History

Github stargazers over time

Watcher History

Github watchers over time, collection started in '23

Recent Commit History

262 commits on the default branch (main) since jan '22

Yearly Commits

Commits to the default branch (main) per year

Issue History

Languages

The primary language is Python but there's also others...

updated: 2025-02-01 @ 12:59pm, id: 23468876 / R_kgDOAWYbTA