macroshock 0.2.2__tar.gz → 0.2.3__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (21) hide show
  1. {macroshock-0.2.2/src/macroshock.egg-info → macroshock-0.2.3}/PKG-INFO +14 -14
  2. {macroshock-0.2.2 → macroshock-0.2.3}/README.md +13 -13
  3. {macroshock-0.2.2 → macroshock-0.2.3}/pyproject.toml +1 -1
  4. {macroshock-0.2.2 → macroshock-0.2.3/src/macroshock.egg-info}/PKG-INFO +14 -14
  5. {macroshock-0.2.2 → macroshock-0.2.3}/LICENSE +0 -0
  6. {macroshock-0.2.2 → macroshock-0.2.3}/setup.cfg +0 -0
  7. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock/__init__.py +0 -0
  8. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock/bootstrap.py +0 -0
  9. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock/data.py +0 -0
  10. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock/fc.py +0 -0
  11. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock/fevd.py +0 -0
  12. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock/identification.py +0 -0
  13. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock/irf.py +0 -0
  14. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock/macroshock.py +0 -0
  15. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock/plotting.py +0 -0
  16. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock/stats.py +0 -0
  17. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock/var.py +0 -0
  18. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock.egg-info/SOURCES.txt +0 -0
  19. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock.egg-info/dependency_links.txt +0 -0
  20. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock.egg-info/requires.txt +0 -0
  21. {macroshock-0.2.2 → macroshock-0.2.3}/src/macroshock.egg-info/top_level.txt +0 -0
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: macroshock
3
- Version: 0.2.2
3
+ Version: 0.2.3
4
4
  Summary: Powerful time series econometrics for Structural Vector Autoregressions (SVAR)
5
5
  Author-email: Patricio Arias <patoariaslopez2@gmail.com>
6
6
  License: MIT License
@@ -41,13 +41,13 @@ Dynamic: license-file
41
41
 
42
42
  ## Main Features
43
43
 
44
- * - **Restricted VAR estimation** (Lütkepohl-style GLS), with support for:
45
-
46
- - Constant, trend and quadratic trend.
47
- - Exogenous variables.
48
- - Seasonal dummies (quarterly or monthly).
49
- - Linear restrictions on the coefficients (`restrictions='zeros'` or `'custom zeros'`).
50
- * - **Four structural identification methods**:
44
+ * **Restricted VAR estimation** (Lütkepohl-style GLS), with support for:
45
+ |-|-|
46
+ |Constant, trend and quadratic trend.|
47
+ |Exogenous variables.|
48
+ |Seasonal dummies (quarterly or monthly).|
49
+ |Linear restrictions on the coefficients (`restrictions='zeros'` or `'custom zeros'`).|
50
+ * **Four structural identification methods**:
51
51
 
52
52
  |Method|Description|
53
53
  |-|-|
@@ -56,12 +56,12 @@ Dynamic: license-file
56
56
  |`signs`|Sign restrictions (orthogonal rotation sampling with acceptance/rejection)|
57
57
  |`IV`|Instrumental variable identification (proxy-SVAR)|
58
58
 
59
- * - **Impulse-response functions (IRF)** with confidence bands.
60
- * - **Forecast error variance decomposition (FEVD)**.
61
- * - **Conditional forecasts** with confidence bands.
62
- * - **Bootstrap** (normal or *wild* resampling) for inference.
63
- * - **Built-in plots** for IRF, forecasts and FEVD, publication-ready.
64
- * - **Stability test** of the system (characteristic polynomial roots).
59
+ * **Impulse-response functions (IRF)** with confidence bands.
60
+ * **Forecast error variance decomposition (FEVD)**.
61
+ * **Conditional forecasts** with confidence bands.
62
+ * **Bootstrap** (normal or *wild* resampling) for inference.
63
+ * **Built-in plots** for IRF, forecasts and FEVD, publication-ready.
64
+ * **Stability test** of the system (characteristic polynomial roots).
65
65
 
66
66
  ## Installation
67
67
 
@@ -4,13 +4,13 @@
4
4
 
5
5
  ## Main Features
6
6
 
7
- * - **Restricted VAR estimation** (Lütkepohl-style GLS), with support for:
8
-
9
- - Constant, trend and quadratic trend.
10
- - Exogenous variables.
11
- - Seasonal dummies (quarterly or monthly).
12
- - Linear restrictions on the coefficients (`restrictions='zeros'` or `'custom zeros'`).
13
- * - **Four structural identification methods**:
7
+ * **Restricted VAR estimation** (Lütkepohl-style GLS), with support for:
8
+ |-|-|
9
+ |Constant, trend and quadratic trend.|
10
+ |Exogenous variables.|
11
+ |Seasonal dummies (quarterly or monthly).|
12
+ |Linear restrictions on the coefficients (`restrictions='zeros'` or `'custom zeros'`).|
13
+ * **Four structural identification methods**:
14
14
 
15
15
  |Method|Description|
16
16
  |-|-|
@@ -19,12 +19,12 @@
19
19
  |`signs`|Sign restrictions (orthogonal rotation sampling with acceptance/rejection)|
20
20
  |`IV`|Instrumental variable identification (proxy-SVAR)|
21
21
 
22
- * - **Impulse-response functions (IRF)** with confidence bands.
23
- * - **Forecast error variance decomposition (FEVD)**.
24
- * - **Conditional forecasts** with confidence bands.
25
- * - **Bootstrap** (normal or *wild* resampling) for inference.
26
- * - **Built-in plots** for IRF, forecasts and FEVD, publication-ready.
27
- * - **Stability test** of the system (characteristic polynomial roots).
22
+ * **Impulse-response functions (IRF)** with confidence bands.
23
+ * **Forecast error variance decomposition (FEVD)**.
24
+ * **Conditional forecasts** with confidence bands.
25
+ * **Bootstrap** (normal or *wild* resampling) for inference.
26
+ * **Built-in plots** for IRF, forecasts and FEVD, publication-ready.
27
+ * **Stability test** of the system (characteristic polynomial roots).
28
28
 
29
29
  ## Installation
30
30
 
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
4
4
 
5
5
  [project]
6
6
  name = "macroshock"
7
- version = "0.2.2"
7
+ version = "0.2.3"
8
8
  requires-python = ">=3.10"
9
9
  dependencies = [
10
10
  "numpy>=1.24.0",
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: macroshock
3
- Version: 0.2.2
3
+ Version: 0.2.3
4
4
  Summary: Powerful time series econometrics for Structural Vector Autoregressions (SVAR)
5
5
  Author-email: Patricio Arias <patoariaslopez2@gmail.com>
6
6
  License: MIT License
@@ -41,13 +41,13 @@ Dynamic: license-file
41
41
 
42
42
  ## Main Features
43
43
 
44
- * - **Restricted VAR estimation** (Lütkepohl-style GLS), with support for:
45
-
46
- - Constant, trend and quadratic trend.
47
- - Exogenous variables.
48
- - Seasonal dummies (quarterly or monthly).
49
- - Linear restrictions on the coefficients (`restrictions='zeros'` or `'custom zeros'`).
50
- * - **Four structural identification methods**:
44
+ * **Restricted VAR estimation** (Lütkepohl-style GLS), with support for:
45
+ |-|-|
46
+ |Constant, trend and quadratic trend.|
47
+ |Exogenous variables.|
48
+ |Seasonal dummies (quarterly or monthly).|
49
+ |Linear restrictions on the coefficients (`restrictions='zeros'` or `'custom zeros'`).|
50
+ * **Four structural identification methods**:
51
51
 
52
52
  |Method|Description|
53
53
  |-|-|
@@ -56,12 +56,12 @@ Dynamic: license-file
56
56
  |`signs`|Sign restrictions (orthogonal rotation sampling with acceptance/rejection)|
57
57
  |`IV`|Instrumental variable identification (proxy-SVAR)|
58
58
 
59
- * - **Impulse-response functions (IRF)** with confidence bands.
60
- * - **Forecast error variance decomposition (FEVD)**.
61
- * - **Conditional forecasts** with confidence bands.
62
- * - **Bootstrap** (normal or *wild* resampling) for inference.
63
- * - **Built-in plots** for IRF, forecasts and FEVD, publication-ready.
64
- * - **Stability test** of the system (characteristic polynomial roots).
59
+ * **Impulse-response functions (IRF)** with confidence bands.
60
+ * **Forecast error variance decomposition (FEVD)**.
61
+ * **Conditional forecasts** with confidence bands.
62
+ * **Bootstrap** (normal or *wild* resampling) for inference.
63
+ * **Built-in plots** for IRF, forecasts and FEVD, publication-ready.
64
+ * **Stability test** of the system (characteristic polynomial roots).
65
65
 
66
66
  ## Installation
67
67
 
File without changes
File without changes