Paneltime estimates regressions on datasets that:

  • Are panels (have both a time and a group dimension)
  • Are non-stationary in means (ARIMA)
  • Are non-stationary in variance (GARCH)

Paneltime jointly handles common time-series problems (ARIMA/GARCH) and panel data with group and time effects. To the best of our knowledge, no other package combines all three in one model.

The package can also be used on pure panel datasets without ARIMA/GARCH or single time-series data with ARIMA/GARCH problems.

Author: Espen Sirnes

Current version: 1.3.2

Installation

Install the package with:

#| eval: false
%pip install paneltime

Formula syntax

Model formulas use the form Y ~ X1 + X2. Expressions supported by NumPy can be used with np as the alias, for example np.abs(x).

See the Quickstart for a complete model example.

Project links

Key dates

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  • Released:
Latest release

1 maintainer

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Avatar for espensirnes from gravatar.com espensirnes

Credits

Data verified by PyPI on Aug 26, 2026
Data provided by the project maintainers, verified at the time the release was uploaded to PyPI. Confirms that the provided email matches a verified, public email address on a PyPI user account associated with the project.

Author: Espen Sirnes

License expression

GPL-3.0-only
View SPDX License List

Requires

Python >=3.8

Provides Extra

linux

Tags

econometrics

Classifiers

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