Release 6.2.0
This is a maintenance and bug-fix release:
- Fixed a bug that affected forecasting from
FIGARCH
models #606 - Added a performance warning when testing for unit roots in large series using a lag-length search with no-max-lag specified.
- Changed the default value of reindex to False so that forecasts will not match the input by default. Set reindex to True if this is required.
- Made from
__future__ import reindex
a no-op. - Updated notebooks to reflect best practices