0.7.1

What's Changed

• Fix to remove deprecation warning from Optim.jl by @FabsOliveira in #335
• Update version and fix tests by @guilhermebodin in #336

New Contributors

• @FabsOliveira made their first contribution in #335

Full Changelog: v0.7.0...v0.7.1

0.7.0

What's Changed

• Update unobserved_components.jl documentation by @guilhermebodin in #325
• Bump compat for StatsBase to 0.34 by @bgroenks96 in #326
• Better treatment for numerical errors by @guilhermebodin in #330
• add explanatory variables to unobserved_components by @andreramosfdc in #331
• Update minor version by @guilhermebodin in #334

New Contributors

• @bgroenks96 made their first contribution in #326
• @andreramosfdc made their first contribution in #331

Full Changelog: v0.6.7...v0.7.0

v0.6.7

StateSpaceModels v0.6.7

Diff since v0.6.6

Closed issues:

• Error with structural model and single precision (#195)
• Unobserved components model with smooth trend is broken (#317)

Merged pull requests:

• fix smooth trend (#319) (@guilhermebodin)

v0.6.6

StateSpaceModels v0.6.6

Diff since v0.6.5

Closed issues:

• max_q must be strictly positive? (auto arima) (#315)

Merged pull requests:

• Fix orders constraints (#316) (@guilhermebodin)

v0.6.5

StateSpaceModels v0.6.5

Diff since v0.6.4

Merged pull requests:

• fixed cholesky error in simulate (#314) (@dietzemarina)

v0.6.4

StateSpaceModels v0.6.4

Diff since v0.6.3

Closed issues:

• Example in the Quick Start not working (#311)

Merged pull requests:

• Fix plotdiagnostics(kf) (#312) (@guilhermebodin)

v0.6.3

StateSpaceModels v0.6.3

Diff since v0.6.2

Closed issues:

• simulate_scenarios for BasicStructuralExplanatory fails if seasonality is not 12 (#308)

Merged pull requests:

• Fix basic structural with exogenous variables simulation (#309) (@guilhermebodin)

v0.6.2

StateSpaceModels v0.6.2

Diff since v0.6.1

Closed issues:

• BasicStructuralExplanatory works ONLY for s = 12. (#306)

Merged pull requests:

• Fix Basic Structural Model with Explanatory (#307) (@guilhermebodin)

v0.6.1

StateSpaceModels v0.6.1

Diff since v0.6.0

Closed issues:

• Possible Issue with Std.Error in SARIMA() (#304)

Merged pull requests:

• Fix std err calculations (#305) (@guilhermebodin)

v0.6.0

StateSpaceModels v0.6.0

Diff since v0.5.21

Closed issues:

• Investigate hessian instability (#193)
• Allow Polynomials v2 in [compat] (#301)

Merged pull requests:

• Allow Polynomials v2 (#302) (@raphaelsaavedra)
• add some improvements (#303) (@guilhermebodin)