An efficient integrated panel and GARCH estimator
Project description
# Paneltime
Author: Espen Sirnes
Version: 1.1.6
This package integrates paneldata estimation with a very efficient ARIMA/GARCH
estimator.
## Installation
Use standard “pip install paneltime” for installation
For compiling the custum clibrary (sparse matrix inversion):
numpy (will be installed anyway, but required in advance for compilation of custom c-library)
If you are NOT installing on Windows, make sure these requirements are satisfied before you install:
## For GUI:
Tkinter: From root, “apt python3-tk” in Linux
## For matplotlib to be installed:
pk-konfig: From root, “apt pk-konfig” in Linux
Freetype : From root, “apt install libfreetype6 libfreetype6-dev” in Linux)
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