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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


## 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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