- Require `workalendar` version to be greater than 10.0.0 due to a rename of `IsoRegistry.get_calendar_class()` into `IsoRegistry.get()`.
0.3.1
- Fix the bug in automatic dummy detection. Instead of taking weeks from sorted normalized series of changes, they were taken from some other intermediate result.
0.3
- Add several utility functions that help construct exogenous regressors based on a calendar. These functions are accessible through `construct_calendar_exogenous`. - Add utility function to create decayed weights for weighted OLS estimation.
0.2.1
- Add parameter dictionary to model summary output.
0.2
- Speed up HCL simulation and, as a consequence, prediction interval computation by Monte Carlo loop.