PyTimeVar 0.0.4

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.

# 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: `python pip install PyTimeVar `