A Python package for Trending Time-Varying Time Series Models
Project description
PyTimeVar
A Python package for Trending Time-Varying Time Series Models
Purpose of the Package
The PyTimeVar package offers state-of-the-art estimation and statistical inference methods for time series regression models with flexible trends and/or time- varying coefficients.
Features
- Nonparametric estimation of time-varying time series models, along with multiple bootstrap-assisted inference methods
- Alternative estimation methods for modelling trend and time-varying relationships.
- Unified framework for comparison of methods.
- Four datasets for illustration.
Getting Started
The PyTimeVar can implemented as a PyPI package. To download the package in your Python environment, use the following command:
pip install PyTimeVar
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