Added
- Added the `cis` argument to `Forecaster__init__()` and `MVForecaster.__init__()`.
Changed
- Only conformal intervals now supported in `Forecaster` and `MVForecaster`. By default, these will not be generated and can only be generated if there is a test set and it is specified to a sufficient length.
- Removed `Forecaster.proba_forecast()` and `MVForecaster.proba_forecast()` and all probabilistic arguments in functions.
- Default `test_length` argument in `Forecaster.__init__()` and `MVForecaster.__init__()` is now 0.
- Took out the `exog_coint` argument from `vecm.__init__()` since it's not actually usable.
- Only model-specific and hyperparameter optimization warnings will be logged in warnings.log and other warnings will be printed.
- Changed many categories of warnings from `UserWarning` to `Warning`.
Fixed
- Added `staticmethod` decorators to `util.metrics` methods. This doesn't change functionality, just the documentation.