Skip to main content
Ctrl+K
cultivars - Home cultivars - Home
  • Getting started
  • User guide
  • Examples
  • API reference
  • Engine reference
  • Project
  • GitHub
  • PyPI
  • Conda-Forge
  • Codecov
  • Getting started
  • User guide
  • Examples
  • API reference
  • Engine reference
  • Project
  • GitHub
  • PyPI
  • Conda-Forge
  • Codecov

Section Navigation

  • cultivars.univariate
    • cultivars.univariate.autoregression
      • AR
        • AR.endog
        • AR.method
        • AR.order
        • AR.trend
        • AR.fit
      • ARResult
        • ARResult.endog
        • ARResult.fittedvalues
        • ARResult.resid
        • ARResult.llf
        • ARResult.nobs
        • ARResult.n_params
        • ARResult.order
        • ARResult.trend
        • ARResult.method
        • ARResult.const
        • ARResult.trend_coeff
        • ARResult.ar_params
        • ARResult.sigma2
        • ARResult.information_criteria
        • ARResult.is_stationary
        • ARResult.params
        • ARResult.stability
        • ARResult.compare
        • ARResult.likelihood_ratio_test
        • ARResult.simulate
        • ARResult.summary
        • ARResult.to_dict
        • ARResult.to_pandas
        • ARResult.to_polars
    • cultivars.univariate.box_jenkins
      • ARIMA
        • ARIMA.endog
        • ARIMA.exog
        • ARIMA.order
        • ARIMA.seasonal_order
        • ARIMA.trend
        • ARIMA.fit
      • ARIMAX
        • ARIMAX.endog
        • ARIMAX.exog
        • ARIMAX.order
        • ARIMAX.seasonal_order
        • ARIMAX.trend
        • ARIMAX.fit
      • ARMA
        • ARMA.endog
        • ARMA.exog
        • ARMA.order
        • ARMA.seasonal_order
        • ARMA.trend
        • ARMA.fit
      • SARIMA
        • SARIMA.endog
        • SARIMA.exog
        • SARIMA.order
        • SARIMA.seasonal_order
        • SARIMA.trend
        • SARIMA.fit
      • SARIMAX
        • SARIMAX.endog
        • SARIMAX.exog
        • SARIMAX.order
        • SARIMAX.seasonal_order
        • SARIMAX.trend
        • SARIMAX.fit
      • ARMAResult
        • ARMAResult.endog
        • ARMAResult.fittedvalues
        • ARMAResult.resid
        • ARMAResult.llf
        • ARMAResult.nobs
        • ARMAResult.n_params
        • ARMAResult.order
        • ARMAResult.seasonal_order
        • ARMAResult.trend
        • ARMAResult.k_exog
        • ARMAResult.ar_params
        • ARMAResult.ma_params
        • ARMAResult.seasonal_ar_params
        • ARMAResult.seasonal_ma_params
        • ARMAResult.beta
        • ARMAResult.sigma2
        • ARMAResult.information_criteria
        • ARMAResult.invertibility
        • ARMAResult.is_invertible
        • ARMAResult.is_stationary
        • ARMAResult.params
        • ARMAResult.seasonal_period
        • ARMAResult.stability
        • ARMAResult.compare
        • ARMAResult.likelihood_ratio_test
        • ARMAResult.simulate
        • ARMAResult.summary
        • ARMAResult.to_dict
        • ARMAResult.to_pandas
        • ARMAResult.to_polars
    • cultivars.univariate.conditional_variance
      • ARGARCH
        • ARGARCH.ar_lags
        • ARGARCH.endog
        • ARGARCH.has_constant_mean
        • ARGARCH.ma_lags
        • ARGARCH.mean_order
        • ARGARCH.order
        • ARGARCH.vol
        • ARGARCH.fit
      • ARMAEGARCH
        • ARMAEGARCH.ar_lags
        • ARMAEGARCH.endog
        • ARMAEGARCH.has_constant_mean
        • ARMAEGARCH.ma_lags
        • ARMAEGARCH.mean_order
        • ARMAEGARCH.order
        • ARMAEGARCH.vol
        • ARMAEGARCH.fit
      • ARMAFIGARCH
        • ARMAFIGARCH.ar_lags
        • ARMAFIGARCH.endog
        • ARMAFIGARCH.has_constant_mean
        • ARMAFIGARCH.ma_lags
        • ARMAFIGARCH.mean_order
        • ARMAFIGARCH.truncation
        • ARMAFIGARCH.fit
      • ARMAGARCH
        • ARMAGARCH.ar_lags
        • ARMAGARCH.endog
        • ARMAGARCH.has_constant_mean
        • ARMAGARCH.ma_lags
        • ARMAGARCH.mean_order
        • ARMAGARCH.order
        • ARMAGARCH.vol
        • ARMAGARCH.fit
      • ARMAGJR
        • ARMAGJR.ar_lags
        • ARMAGJR.endog
        • ARMAGJR.has_constant_mean
        • ARMAGJR.ma_lags
        • ARMAGJR.mean_order
        • ARMAGJR.order
        • ARMAGJR.vol
        • ARMAGJR.fit
      • EGARCH
        • EGARCH.ar_lags
        • EGARCH.endog
        • EGARCH.has_constant_mean
        • EGARCH.ma_lags
        • EGARCH.mean_order
        • EGARCH.order
        • EGARCH.vol
        • EGARCH.fit
      • FIGARCH
        • FIGARCH.ar_lags
        • FIGARCH.endog
        • FIGARCH.has_constant_mean
        • FIGARCH.ma_lags
        • FIGARCH.mean_order
        • FIGARCH.truncation
        • FIGARCH.fit
      • GARCH
        • GARCH.ar_lags
        • GARCH.endog
        • GARCH.has_constant_mean
        • GARCH.ma_lags
        • GARCH.mean_order
        • GARCH.order
        • GARCH.vol
        • GARCH.fit
      • GJR
        • GJR.ar_lags
        • GJR.endog
        • GJR.has_constant_mean
        • GJR.ma_lags
        • GJR.mean_order
        • GJR.order
        • GJR.vol
        • GJR.fit
      • ARMAFIGARCHResult
        • ARMAFIGARCHResult.mean_order
        • ARMAFIGARCHResult.ar_params
        • ARMAFIGARCHResult.ma_params
        • ARMAFIGARCHResult.beta
        • ARMAFIGARCHResult.conditional_variance
        • ARMAFIGARCHResult.conditional_volatility
        • ARMAFIGARCHResult.const
        • ARMAFIGARCHResult.d
        • ARMAFIGARCHResult.endog
        • ARMAFIGARCHResult.fittedvalues
        • ARMAFIGARCHResult.half_life
        • ARMAFIGARCHResult.has_long_memory
        • ARMAFIGARCHResult.information_criteria
        • ARMAFIGARCHResult.invertibility
        • ARMAFIGARCHResult.is_covariance_stationary
        • ARMAFIGARCHResult.is_invertible
        • ARMAFIGARCHResult.is_stationary
        • ARMAFIGARCHResult.is_structurally_constrained
        • ARMAFIGARCHResult.llf
        • ARMAFIGARCHResult.mean
        • ARMAFIGARCHResult.n_params
        • ARMAFIGARCHResult.nobs
        • ARMAFIGARCHResult.omega
        • ARMAFIGARCHResult.params
        • ARMAFIGARCHResult.persistence
        • ARMAFIGARCHResult.phi
        • ARMAFIGARCHResult.resid
        • ARMAFIGARCHResult.stability
        • ARMAFIGARCHResult.standardized_resid
        • ARMAFIGARCHResult.truncation
        • ARMAFIGARCHResult.compare
        • ARMAFIGARCHResult.likelihood_ratio_test
        • ARMAFIGARCHResult.simulate
        • ARMAFIGARCHResult.summary
        • ARMAFIGARCHResult.to_dict
        • ARMAFIGARCHResult.to_pandas
        • ARMAFIGARCHResult.to_polars
      • ARMAGARCHResult
        • ARMAGARCHResult.mean_order
        • ARMAGARCHResult.ma_params
        • ARMAGARCHResult.alpha
        • ARMAGARCHResult.ar_params
        • ARMAGARCHResult.beta
        • ARMAGARCHResult.conditional_variance
        • ARMAGARCHResult.conditional_volatility
        • ARMAGARCHResult.const
        • ARMAGARCHResult.endog
        • ARMAGARCHResult.fittedvalues
        • ARMAGARCHResult.gamma
        • ARMAGARCHResult.half_life
        • ARMAGARCHResult.has_leverage
        • ARMAGARCHResult.information_criteria
        • ARMAGARCHResult.invertibility
        • ARMAGARCHResult.is_covariance_stationary
        • ARMAGARCHResult.is_invertible
        • ARMAGARCHResult.is_stationary
        • ARMAGARCHResult.is_structurally_constrained
        • ARMAGARCHResult.llf
        • ARMAGARCHResult.mean
        • ARMAGARCHResult.n_params
        • ARMAGARCHResult.nobs
        • ARMAGARCHResult.omega
        • ARMAGARCHResult.order
        • ARMAGARCHResult.params
        • ARMAGARCHResult.persistence
        • ARMAGARCHResult.resid
        • ARMAGARCHResult.stability
        • ARMAGARCHResult.standardized_resid
        • ARMAGARCHResult.unconditional_variance
        • ARMAGARCHResult.vol
        • ARMAGARCHResult.compare
        • ARMAGARCHResult.likelihood_ratio_test
        • ARMAGARCHResult.simulate
        • ARMAGARCHResult.summary
        • ARMAGARCHResult.to_dict
        • ARMAGARCHResult.to_pandas
        • ARMAGARCHResult.to_polars
      • FIGARCHResult
        • FIGARCHResult.truncation
        • FIGARCHResult.phi
        • FIGARCHResult.d
        • FIGARCHResult.beta
        • FIGARCHResult.conditional_variance
        • FIGARCHResult.conditional_volatility
        • FIGARCHResult.const
        • FIGARCHResult.endog
        • FIGARCHResult.fittedvalues
        • FIGARCHResult.half_life
        • FIGARCHResult.has_long_memory
        • FIGARCHResult.information_criteria
        • FIGARCHResult.is_covariance_stationary
        • FIGARCHResult.llf
        • FIGARCHResult.mean
        • FIGARCHResult.n_params
        • FIGARCHResult.nobs
        • FIGARCHResult.omega
        • FIGARCHResult.params
        • FIGARCHResult.persistence
        • FIGARCHResult.resid
        • FIGARCHResult.standardized_resid
        • FIGARCHResult.compare
        • FIGARCHResult.likelihood_ratio_test
        • FIGARCHResult.simulate
        • FIGARCHResult.summary
        • FIGARCHResult.to_dict
        • FIGARCHResult.to_pandas
        • FIGARCHResult.to_polars
      • GARCHResult
        • GARCHResult.vol
        • GARCHResult.ar_params
        • GARCHResult.alpha
        • GARCHResult.gamma
        • GARCHResult.beta
        • GARCHResult.conditional_variance
        • GARCHResult.conditional_volatility
        • GARCHResult.const
        • GARCHResult.endog
        • GARCHResult.fittedvalues
        • GARCHResult.half_life
        • GARCHResult.has_leverage
        • GARCHResult.information_criteria
        • GARCHResult.is_covariance_stationary
        • GARCHResult.llf
        • GARCHResult.mean
        • GARCHResult.n_params
        • GARCHResult.nobs
        • GARCHResult.omega
        • GARCHResult.order
        • GARCHResult.params
        • GARCHResult.persistence
        • GARCHResult.resid
        • GARCHResult.standardized_resid
        • GARCHResult.unconditional_variance
        • GARCHResult.compare
        • GARCHResult.likelihood_ratio_test
        • GARCHResult.simulate
        • GARCHResult.summary
        • GARCHResult.to_dict
        • GARCHResult.to_pandas
        • GARCHResult.to_polars
    • cultivars.univariate.fractional_integration
      • ARFIMA
        • ARFIMA.endog
        • ARFIMA.order
        • ARFIMA.truncation
        • ARFIMA.fit
      • ARFIMAResult
        • ARFIMAResult.endog
        • ARFIMAResult.fittedvalues
        • ARFIMAResult.resid
        • ARFIMAResult.llf
        • ARFIMAResult.nobs
        • ARFIMAResult.n_params
        • ARFIMAResult.order
        • ARFIMAResult.truncation
        • ARFIMAResult.d
        • ARFIMAResult.mean
        • ARFIMAResult.ar_params
        • ARFIMAResult.ma_params
        • ARFIMAResult.sigma2
        • ARFIMAResult.has_long_memory
        • ARFIMAResult.information_criteria
        • ARFIMAResult.invertibility
        • ARFIMAResult.is_invertible
        • ARFIMAResult.is_mean_reverting
        • ARFIMAResult.is_stationary
        • ARFIMAResult.params
        • ARFIMAResult.stability
        • ARFIMAResult.compare
        • ARFIMAResult.likelihood_ratio_test
        • ARFIMAResult.summary
        • ARFIMAResult.to_dict
        • ARFIMAResult.to_pandas
        • ARFIMAResult.to_polars
    • cultivars.univariate.mean_function
      • ARNN
        • ARNN.endog
        • ARNN.engine
        • ARNN.order
        • ARNN.fit
      • TARNN
        • TARNN.delay
        • TARNN.endog
        • TARNN.engine
        • TARNN.order
        • TARNN.self_exciting
        • TARNN.fit
      • ARNNResult
        • ARNNResult.predictor
        • ARNNResult.endog
        • ARNNResult.engine
        • ARNNResult.engine_config
        • ARNNResult.fittedvalues
        • ARNNResult.information_criteria
        • ARNNResult.llf
        • ARNNResult.n_learner_parameters
        • ARNNResult.n_params
        • ARNNResult.nobs
        • ARNNResult.order
        • ARNNResult.parameters_per_observation
        • ARNNResult.r_squared
        • ARNNResult.resid
        • ARNNResult.sigma2
        • ARNNResult.ssr
        • ARNNResult.compare
        • ARNNResult.likelihood_ratio_test
        • ARNNResult.nonlinear_state_space
        • ARNNResult.predict
        • ARNNResult.summary
        • ARNNResult.to_dict
        • ARNNResult.to_pandas
        • ARNNResult.to_polars
      • MeanFunctionEngine
        • MeanFunctionEngine.fit
      • TARNNResult
        • TARNNResult.delay
        • TARNNResult.threshold
        • TARNNResult.threshold_values
        • TARNNResult.self_exciting
        • TARNNResult.lower_predictor
        • TARNNResult.upper_predictor
        • TARNNResult.n_lower
        • TARNNResult.n_upper
        • TARNNResult.endog
        • TARNNResult.engine
        • TARNNResult.engine_config
        • TARNNResult.fittedvalues
        • TARNNResult.information_criteria
        • TARNNResult.llf
        • TARNNResult.n_learner_parameters
        • TARNNResult.n_params
        • TARNNResult.nobs
        • TARNNResult.order
        • TARNNResult.parameters_per_observation
        • TARNNResult.r_squared
        • TARNNResult.regime_weight
        • TARNNResult.resid
        • TARNNResult.sigma2
        • TARNNResult.ssr
        • TARNNResult.upper_fraction
        • TARNNResult.compare
        • TARNNResult.likelihood_ratio_test
        • TARNNResult.nonlinear_state_space
        • TARNNResult.predict
        • TARNNResult.summary
        • TARNNResult.to_dict
        • TARNNResult.to_pandas
        • TARNNResult.to_polars
    • cultivars.univariate.regime_switching
      • MarkovSwitchingAR
        • MarkovSwitchingAR.endog
        • MarkovSwitchingAR.n_regimes
        • MarkovSwitchingAR.order
        • MarkovSwitchingAR.fit
        • MarkovSwitchingAR.initial_transition
        • MarkovSwitchingAR.update_coefficients
        • MarkovSwitchingAR.update_transition
        • MarkovSwitchingAR.update_variance
      • MarkovSwitchingARResult
        • MarkovSwitchingARResult.endog
        • MarkovSwitchingARResult.fittedvalues
        • MarkovSwitchingARResult.resid
        • MarkovSwitchingARResult.llf
        • MarkovSwitchingARResult.nobs
        • MarkovSwitchingARResult.n_params
        • MarkovSwitchingARResult.order
        • MarkovSwitchingARResult.n_regimes
        • MarkovSwitchingARResult.switching_mean
        • MarkovSwitchingARResult.switching_ar
        • MarkovSwitchingARResult.switching_variance
        • MarkovSwitchingARResult.transition
        • MarkovSwitchingARResult.intercepts
        • MarkovSwitchingARResult.ar_params
        • MarkovSwitchingARResult.variances
        • MarkovSwitchingARResult.filtered_prob
        • MarkovSwitchingARResult.predicted_prob
        • MarkovSwitchingARResult.smoothed_prob
        • MarkovSwitchingARResult.ergodic_prob
        • MarkovSwitchingARResult.expected_durations
        • MarkovSwitchingARResult.n_iter
        • MarkovSwitchingARResult.converged
        • MarkovSwitchingARResult.information_criteria
        • MarkovSwitchingARResult.is_regimewise_stationary
        • MarkovSwitchingARResult.label_ordering
        • MarkovSwitchingARResult.most_likely_regime
        • MarkovSwitchingARResult.params
        • MarkovSwitchingARResult.regime_shares
        • MarkovSwitchingARResult.regime_uncertainty
        • MarkovSwitchingARResult.specification
        • MarkovSwitchingARResult.state_space
        • MarkovSwitchingARResult.unconditional_mean
        • MarkovSwitchingARResult.compare
        • MarkovSwitchingARResult.likelihood_ratio_test
        • MarkovSwitchingARResult.probabilities
        • MarkovSwitchingARResult.regime_stability
        • MarkovSwitchingARResult.regime_table
        • MarkovSwitchingARResult.simulate
        • MarkovSwitchingARResult.simulate_regimes
        • MarkovSwitchingARResult.summary
        • MarkovSwitchingARResult.to_dict
        • MarkovSwitchingARResult.to_pandas
        • MarkovSwitchingARResult.to_polars
        • MarkovSwitchingARResult.transition_table
    • cultivars.univariate.smooth_transition
      • ESTAR
        • ESTAR.delay
        • ESTAR.endog
        • ESTAR.order
        • ESTAR.transition
        • ESTAR.fit
      • LSTAR
        • LSTAR.delay
        • LSTAR.endog
        • LSTAR.order
        • LSTAR.transition
        • LSTAR.fit
      • STARResult
        • STARResult.transition
        • STARResult.gamma
        • STARResult.transition_scale
        • STARResult.delay
        • STARResult.endog
        • STARResult.fittedvalues
        • STARResult.information_criteria
        • STARResult.is_effectively_abrupt
        • STARResult.is_regimewise_stationary
        • STARResult.llf
        • STARResult.lower_params
        • STARResult.lower_stability
        • STARResult.n_params
        • STARResult.nobs
        • STARResult.order
        • STARResult.params
        • STARResult.regime_weight
        • STARResult.resid
        • STARResult.sigma2
        • STARResult.ssr
        • STARResult.threshold
        • STARResult.threshold_values
        • STARResult.upper_fraction
        • STARResult.upper_params
        • STARResult.upper_stability
        • STARResult.compare
        • STARResult.likelihood_ratio_test
        • STARResult.nonlinear_state_space
        • STARResult.simulate
        • STARResult.summary
        • STARResult.to_dict
        • STARResult.to_pandas
        • STARResult.to_polars
    • cultivars.univariate.stochastic_volatility
      • SV
        • SV.endog
        • SV.heavy_tailed
        • SV.leveraged
        • SV.mean_spec
        • SV.observed
        • SV.fit
        • SV.prior_replications
        • SV.sample
      • UCSV
        • UCSV.endog
        • UCSV.gamma
        • UCSV.fit
      • SVPosterior
        • SVPosterior.endog
        • SVPosterior.mean_spec
        • SVPosterior.method
        • SVPosterior.mu_draws
        • SVPosterior.phi_draws
        • SVPosterior.sigma2_draws
        • SVPosterior.mean_draws
        • SVPosterior.h_draws
        • SVPosterior.nu_draws
        • SVPosterior.rho_draws
        • SVPosterior.loglik_draws
        • SVPosterior.acceptance_rate
        • SVPosterior.nobs
        • SVPosterior.n_draws
        • SVPosterior.n_burn
        • SVPosterior.thin
        • SVPosterior.log_variance
        • SVPosterior.n_kept
        • SVPosterior.observed
        • SVPosterior.params
        • SVPosterior.state_space
        • SVPosterior.volatility
        • SVPosterior.fittedvalues
        • SVPosterior.resid
        • SVPosterior.convergence
        • SVPosterior.posterior_replications
        • SVPosterior.simulate
        • SVPosterior.summary
        • SVPosterior.to_dict
        • SVPosterior.to_pandas
        • SVPosterior.to_polars
        • SVPosterior.volatility_quantiles
      • SVResult
        • SVResult.endog
        • SVResult.mean_spec
        • SVResult.mean
        • SVResult.mu
        • SVResult.phi
        • SVResult.sigma2
        • SVResult.nu
        • SVResult.rho
        • SVResult.llf
        • SVResult.method
        • SVResult.nobs
        • SVResult.n_params
        • SVResult.log_variance
        • SVResult.log_variance_std
        • SVResult.half_life
        • SVResult.information_criteria
        • SVResult.quasi_state_space
        • SVResult.state_space
        • SVResult.unconditional_variance
        • SVResult.volatility
        • SVResult.fittedvalues
        • SVResult.resid
        • SVResult.compare
        • SVResult.forecast_variance
        • SVResult.likelihood_ratio_test
        • SVResult.simulate
        • SVResult.summary
        • SVResult.to_dict
        • SVResult.to_pandas
        • SVResult.to_polars
        • SVResult.volatility_bands
      • UCSVPosterior
        • UCSVPosterior.endog
        • UCSVPosterior.gamma_fixed
        • UCSVPosterior.trend_draws
        • UCSVPosterior.h_draws
        • UCSVPosterior.q_draws
        • UCSVPosterior.gamma2_irregular_draws
        • UCSVPosterior.gamma2_trend_draws
        • UCSVPosterior.nobs
        • UCSVPosterior.n_draws
        • UCSVPosterior.n_burn
        • UCSVPosterior.thin
        • UCSVPosterior.gap
        • UCSVPosterior.irregular_volatility
        • UCSVPosterior.n_kept
        • UCSVPosterior.params
        • UCSVPosterior.state_space
        • UCSVPosterior.trend
        • UCSVPosterior.trend_volatility
        • UCSVPosterior.fittedvalues
        • UCSVPosterior.resid
        • UCSVPosterior.convergence
        • UCSVPosterior.forecast
        • UCSVPosterior.summary
        • UCSVPosterior.to_dict
        • UCSVPosterior.to_pandas
        • UCSVPosterior.to_polars
        • UCSVPosterior.trend_quantiles
    • cultivars.univariate.threshold
      • SETAR
        • SETAR.delay
        • SETAR.endog
        • SETAR.order
        • SETAR.self_exciting
        • SETAR.fit
      • TAR
        • TAR.delay
        • TAR.endog
        • TAR.order
        • TAR.self_exciting
        • TAR.fit
      • SETARResult
        • SETARResult.self_exciting
        • SETARResult.n_lower
        • SETARResult.n_upper
        • SETARResult.searched_delay
        • SETARResult.delay
        • SETARResult.endog
        • SETARResult.fittedvalues
        • SETARResult.information_criteria
        • SETARResult.is_regimewise_stationary
        • SETARResult.llf
        • SETARResult.lower_params
        • SETARResult.lower_stability
        • SETARResult.n_params
        • SETARResult.nobs
        • SETARResult.order
        • SETARResult.params
        • SETARResult.regime_weight
        • SETARResult.resid
        • SETARResult.sigma2
        • SETARResult.ssr
        • SETARResult.threshold
        • SETARResult.threshold_values
        • SETARResult.upper_fraction
        • SETARResult.upper_params
        • SETARResult.upper_stability
        • SETARResult.compare
        • SETARResult.likelihood_ratio_test
        • SETARResult.nonlinear_state_space
        • SETARResult.simulate
        • SETARResult.summary
        • SETARResult.to_dict
        • SETARResult.to_pandas
        • SETARResult.to_polars
    • cultivars.univariate.unobserved_components
      • UnobservedComponents
        • UnobservedComponents.cycle
        • UnobservedComponents.endog
        • UnobservedComponents.seasonal
        • UnobservedComponents.trend
        • UnobservedComponents.fit
      • UnobservedComponentsResult
        • UnobservedComponentsResult.endog
        • UnobservedComponentsResult.trend
        • UnobservedComponentsResult.has_cycle
        • UnobservedComponentsResult.seasonal_period
        • UnobservedComponentsResult.sigma2_irregular
        • UnobservedComponentsResult.sigma2_level
        • UnobservedComponentsResult.sigma2_slope
        • UnobservedComponentsResult.cycle_rho
        • UnobservedComponentsResult.cycle_freq
        • UnobservedComponentsResult.sigma2_cycle
        • UnobservedComponentsResult.sigma2_seasonal
        • UnobservedComponentsResult.llf
        • UnobservedComponentsResult.nobs
        • UnobservedComponentsResult.n_params
        • UnobservedComponentsResult.cycle
        • UnobservedComponentsResult.cycle_period
        • UnobservedComponentsResult.information_criteria
        • UnobservedComponentsResult.irregular
        • UnobservedComponentsResult.level
        • UnobservedComponentsResult.level_std
        • UnobservedComponentsResult.seasonal
        • UnobservedComponentsResult.signal
        • UnobservedComponentsResult.slope
        • UnobservedComponentsResult.state_space
        • UnobservedComponentsResult.fittedvalues
        • UnobservedComponentsResult.resid
        • UnobservedComponentsResult.compare
        • UnobservedComponentsResult.forecast
        • UnobservedComponentsResult.likelihood_ratio_test
        • UnobservedComponentsResult.simulate
        • UnobservedComponentsResult.summary
        • UnobservedComponentsResult.to_dict
        • UnobservedComponentsResult.to_pandas
        • UnobservedComponentsResult.to_polars
  • cultivars.multivariate
    • cultivars.multivariate.large_dim
      • cultivars.multivariate.large_dim.bayesian
        • BVAR
        • BVARResult
      • cultivars.multivariate.large_dim.dynamic_factor
        • DFM
        • DFMResult
      • cultivars.multivariate.large_dim.factor_augmented
        • FAVAR
        • FAVARResult
      • cultivars.multivariate.large_dim.factor_volatility
        • FactorSV
        • FactorSVResult
      • cultivars.multivariate.large_dim.gibbs
        • GibbsBVAR
        • GibbsBVARResult
      • cultivars.multivariate.large_dim.graphical
        • GraphicalVAR
        • GraphicalVARResult
      • cultivars.multivariate.large_dim.hierarchical
        • HierarchicalBVAR
        • HierarchicalBVARResult
      • cultivars.multivariate.large_dim.sparse
        • SparseVAR
        • SparseVARResult
      • cultivars.multivariate.large_dim.spillover
        • Spillover
        • SpilloverResult
      • cultivars.multivariate.large_dim.student
        • StudentBVAR
        • StudentBVARResult
      • cultivars.multivariate.large_dim.volatility
        • BVARSV
        • BVARSVResult
    • cultivars.multivariate.nonlinear
      • cultivars.multivariate.nonlinear.functional_coefficient
        • FunctionalCoefficientVAR
        • FunctionalCoefficientVARResult
      • cultivars.multivariate.nonlinear.quantile
        • QVAR
        • QVARResult
      • cultivars.multivariate.nonlinear.smooth_transition
        • STVAR
        • STVARResult
      • cultivars.multivariate.nonlinear.threshold
        • TVAR
        • TVARResult
      • cultivars.multivariate.nonlinear.time_varying
        • TVPSVAR
        • TVPVAR
        • TVPVARSV
        • TVPSVARResult
        • TVPVARResult
        • TVPVARSVResult
    • cultivars.multivariate.reduced_form
      • cultivars.multivariate.reduced_form.closed_global
        • GVAR
        • GVARResult
      • cultivars.multivariate.reduced_form.error_correction
        • VECM
        • VECMX
        • VECMResult
        • VECMXResult
      • cultivars.multivariate.reduced_form.functional
        • FunctionalVAR
        • FunctionalVARResult
      • cultivars.multivariate.reduced_form.mixed_frequency
        • MFVAR
        • MIDASVAR
        • MFVARResult
        • MIDASVARResult
      • cultivars.multivariate.reduced_form.moving_average
        • VARMA
        • VARMAResult
      • cultivars.multivariate.reduced_form.panel
        • PanelVAR
        • PanelVARResult
      • cultivars.multivariate.reduced_form.term_structure
        • DynamicNelsonSiegel
        • DynamicNelsonSiegelResult
        • TimeVaryingNelsonSiegel
        • TimeVaryingNelsonSiegelResult
      • cultivars.multivariate.reduced_form.vector_autoregression
        • VAR
        • VARX
        • CoefficientInference
        • ConditionalLevels
        • VARResult
        • VARXResult
    • cultivars.multivariate.regime_switching
      • cultivars.multivariate.regime_switching.markov_switching
        • MarkovSwitchingDFM
        • MarkovSwitchingDFMResult
        • MarkovSwitchingSVAR
        • MarkovSwitchingSVARResult
        • MarkovSwitchingVAR
        • MarkovSwitchingVARResult
        • RegimeSystemResult
    • cultivars.multivariate.structural
      • cultivars.multivariate.structural.external_instruments
        • ProxySVAR
      • cultivars.multivariate.structural.factor_augmented
        • FactorAugmentedSVAR
        • FactorAugmentedSVARResult
      • cultivars.multivariate.structural.heteroskedacity
        • HeteroskedasticSVAR
      • cultivars.multivariate.structural.non_gaussian
        • NonGaussianSVAR
      • cultivars.multivariate.structural.perturbation
        • PerturbationDSGE
        • PerturbationDSGEPosterior
        • PerturbationDSGEResult
        • PerturbationDSGESolution
        • PerturbationModelSpecification
      • cultivars.multivariate.structural.set_identification
        • SetIdentifiedSVAR
        • SetIdentifiedSVARResult
      • cultivars.multivariate.structural.sign_restrictions
        • NarrativeSignRestrictedSVAR
        • SignRestrictedSVAR
        • SignRestrictedSVARResult
      • cultivars.multivariate.structural.stochastic_volatility
        • LongMemorySV
        • LongMemorySVResult
        • StochasticVolatilitySVAR
        • StochasticVolatilitySVARResult
      • cultivars.multivariate.structural.zero_restrictions
        • LongRunSVAR
        • MixedSVAR
        • RecursiveSVAR
        • SVARResult
        • ShortRunSVAR
  • cultivars.state_space
    • cultivars.state_space.linear_gaussian
      • DurbinKoopmanSmootherResult
        • DurbinKoopmanSmootherResult.smoothed_state
        • DurbinKoopmanSmootherResult.smoothed_state_cov
      • KalmanFilterResult
        • KalmanFilterResult.predicted_state
        • KalmanFilterResult.predicted_state_cov
        • KalmanFilterResult.filtered_state
        • KalmanFilterResult.filtered_state_cov
        • KalmanFilterResult.loglikelihood
        • KalmanFilterResult.loglikelihood_contributions
      • LinearGaussianSSM
        • LinearGaussianSSM.k_endog
        • LinearGaussianSSM.k_posdef
        • LinearGaussianSSM.k_states
        • LinearGaussianSSM.filter
        • LinearGaussianSSM.loglikelihood
        • LinearGaussianSSM.mixed_frequency_state_space
        • LinearGaussianSSM.simulate
        • LinearGaussianSSM.simulation_smoother
        • LinearGaussianSSM.smooth
        • LinearGaussianSSM.stationary_covariance
    • cultivars.state_space.nonlinear
      • NonlinearSSM
        • NonlinearSSM.is_additive_gaussian
        • NonlinearSSM.k_endog
        • NonlinearSSM.k_states
        • NonlinearSSM.extended_filter
        • NonlinearSSM.extended_smoother
        • NonlinearSSM.particle_filter
        • NonlinearSSM.particle_smoother
        • NonlinearSSM.unscented_filter
        • NonlinearSSM.unscented_smoother
      • ParticleFilterResult
        • ParticleFilterResult.filtered_state
        • ParticleFilterResult.filtered_state_std
        • ParticleFilterResult.effective_sample_size
        • ParticleFilterResult.n_particles
        • ParticleFilterResult.method
        • ParticleFilterResult.loglikelihood
        • ParticleFilterResult.loglikelihood_contributions
      • ParticleSmootherResult
        • ParticleSmootherResult.smoothed_state
        • ParticleSmootherResult.smoothed_state_std
        • ParticleSmootherResult.n_particles
      • RtsSmootherResult
        • RtsSmootherResult.smoothed_state
        • RtsSmootherResult.smoothed_state_cov
        • RtsSmootherResult.method
    • cultivars.state_space.regime_switching
      • HamiltonFilterResult
        • HamiltonFilterResult.filtered_prob
        • HamiltonFilterResult.predicted_prob
        • HamiltonFilterResult.loglikelihood
        • HamiltonFilterResult.loglikelihood_contributions
      • KimFilterResult
        • KimFilterResult.filtered_prob
        • KimFilterResult.predicted_prob
        • KimFilterResult.filtered_state
        • KimFilterResult.filtered_state_cov
        • KimFilterResult.regime_state
        • KimFilterResult.loglikelihood
        • KimFilterResult.loglikelihood_contributions
      • KimSmootherResult
        • KimSmootherResult.smoothed_prob
        • KimSmootherResult.smoothed_joint_prob
      • MarkovSwitchingSSM
        • MarkovSwitchingSSM.ar_params
        • MarkovSwitchingSSM.initial_prob
        • MarkovSwitchingSSM.intercepts
        • MarkovSwitchingSSM.k_endog
        • MarkovSwitchingSSM.k_states
        • MarkovSwitchingSSM.n_regimes
        • MarkovSwitchingSSM.order
        • MarkovSwitchingSSM.transition
        • MarkovSwitchingSSM.variances
        • MarkovSwitchingSSM.conditional_means
        • MarkovSwitchingSSM.density_matrix
        • MarkovSwitchingSSM.effective_sample
        • MarkovSwitchingSSM.filter
        • MarkovSwitchingSSM.filter_densities
        • MarkovSwitchingSSM.log_densities
        • MarkovSwitchingSSM.loglikelihood
        • MarkovSwitchingSSM.smooth
        • MarkovSwitchingSSM.smooth_densities
      • RegimeSwitchingLinearSSM
        • RegimeSwitchingLinearSSM.k_endog
        • RegimeSwitchingLinearSSM.k_regimes
        • RegimeSwitchingLinearSSM.k_states
        • RegimeSwitchingLinearSSM.regime_transition
        • RegimeSwitchingLinearSSM.filter
        • RegimeSwitchingLinearSSM.loglikelihood
        • RegimeSwitchingLinearSSM.smooth
  • cultivars.data
    • cultivars.data.economic
      • economic.FredAPI
        • economic.FredAPI.get_category
        • economic.FredAPI.get_category_children
        • economic.FredAPI.get_category_related
        • economic.FredAPI.get_category_related_tags
        • economic.FredAPI.get_category_series
        • economic.FredAPI.get_category_tags
        • economic.FredAPI.get_related_tags
        • economic.FredAPI.get_release
        • economic.FredAPI.get_release_dates
        • economic.FredAPI.get_release_related_tags
        • economic.FredAPI.get_release_series
        • economic.FredAPI.get_release_sources
        • economic.FredAPI.get_release_tables
        • economic.FredAPI.get_release_tags
        • economic.FredAPI.get_releases
        • economic.FredAPI.get_releases_dates
        • economic.FredAPI.get_series
        • economic.FredAPI.get_series_categories
        • economic.FredAPI.get_series_observations
        • economic.FredAPI.get_series_release
        • economic.FredAPI.get_series_search
        • economic.FredAPI.get_series_search_related_tags
        • economic.FredAPI.get_series_search_tags
        • economic.FredAPI.get_series_tags
        • economic.FredAPI.get_series_updates
        • economic.FredAPI.get_series_vintagedates
        • economic.FredAPI.get_source
        • economic.FredAPI.get_source_releases
        • economic.FredAPI.get_sources
        • economic.FredAPI.get_tags
        • economic.FredAPI.get_tags_series
      • economic.AsyncAPI
        • economic.AsyncAPI.get_category
        • economic.AsyncAPI.get_category_children
        • economic.AsyncAPI.get_category_related
        • economic.AsyncAPI.get_category_related_tags
        • economic.AsyncAPI.get_category_series
        • economic.AsyncAPI.get_category_tags
        • economic.AsyncAPI.get_related_tags
        • economic.AsyncAPI.get_release
        • economic.AsyncAPI.get_release_dates
        • economic.AsyncAPI.get_release_related_tags
        • economic.AsyncAPI.get_release_series
        • economic.AsyncAPI.get_release_sources
        • economic.AsyncAPI.get_release_tables
        • economic.AsyncAPI.get_release_tags
        • economic.AsyncAPI.get_releases
        • economic.AsyncAPI.get_releases_dates
        • economic.AsyncAPI.get_series
        • economic.AsyncAPI.get_series_categories
        • economic.AsyncAPI.get_series_observations
        • economic.AsyncAPI.get_series_release
        • economic.AsyncAPI.get_series_search
        • economic.AsyncAPI.get_series_search_related_tags
        • economic.AsyncAPI.get_series_search_tags
        • economic.AsyncAPI.get_series_tags
        • economic.AsyncAPI.get_series_updates
        • economic.AsyncAPI.get_series_vintagedates
        • economic.AsyncAPI.get_source
        • economic.AsyncAPI.get_source_releases
        • economic.AsyncAPI.get_sources
        • economic.AsyncAPI.get_tags
        • economic.AsyncAPI.get_tags_series
      • economic.AsyncMapsAPI
        • economic.AsyncMapsAPI.get_regional_data
        • economic.AsyncMapsAPI.get_series_data
        • economic.AsyncMapsAPI.get_series_group
        • economic.AsyncMapsAPI.get_shape_files
      • economic.MapsAPI
        • economic.MapsAPI.get_regional_data
        • economic.MapsAPI.get_series_data
        • economic.MapsAPI.get_series_group
        • economic.MapsAPI.get_shape_files
      • economic.FredHelpers
        • economic.FredHelpers.datestring_validation
        • economic.FredHelpers.datestring_validation_async
        • economic.FredHelpers.datetime_conversion
        • economic.FredHelpers.datetime_conversion_async
        • economic.FredHelpers.datetime_hh_mm_conversion
        • economic.FredHelpers.datetime_hh_mm_conversion_async
        • economic.FredHelpers.extract_region_type
        • economic.FredHelpers.extract_region_type_async
        • economic.FredHelpers.geo_parameter_validation
        • economic.FredHelpers.geo_parameter_validation_async
        • economic.FredHelpers.hh_mm_datestring_validation
        • economic.FredHelpers.hh_mm_datestring_validation_async
        • economic.FredHelpers.liststring_conversion
        • economic.FredHelpers.liststring_conversion_async
        • economic.FredHelpers.liststring_validation
        • economic.FredHelpers.liststring_validation_async
        • economic.FredHelpers.parameter_validation
        • economic.FredHelpers.parameter_validation_async
        • economic.FredHelpers.pd_frequency_conversion
        • economic.FredHelpers.pd_frequency_conversion_async
        • economic.FredHelpers.to_dd_df
        • economic.FredHelpers.to_dd_df_async
        • economic.FredHelpers.to_dd_gpd_gdf
        • economic.FredHelpers.to_dd_gpd_gdf_async
        • economic.FredHelpers.to_gpd_gdf
        • economic.FredHelpers.to_gpd_gdf_async
        • economic.FredHelpers.to_pd_df
        • economic.FredHelpers.to_pd_df_async
        • economic.FredHelpers.to_pd_series
        • economic.FredHelpers.to_pd_series_async
        • economic.FredHelpers.to_pl_df
        • economic.FredHelpers.to_pl_df_async
        • economic.FredHelpers.to_pl_st_gdf
        • economic.FredHelpers.to_pl_st_gdf_async
        • economic.FredHelpers.vintage_dates_type_conversion
        • economic.FredHelpers.vintage_dates_type_conversion_async
        • economic.FredHelpers.vintage_dates_validation
        • economic.FredHelpers.vintage_dates_validation_async
      • economic.Category
        • economic.Category.children
        • economic.Category.client
        • economic.Category.parent_id
        • economic.Category.related
        • economic.Category.related_tags
        • economic.Category.series
        • economic.Category.tags
        • economic.Category.id
        • economic.Category.name
        • economic.Category.to_object
        • economic.Category.to_object_async
      • economic.Series
        • economic.Series.categories
        • economic.Series.client
        • economic.Series.group_popularity
        • economic.Series.notes
        • economic.Series.observations
        • economic.Series.realtime_end
        • economic.Series.realtime_start
        • economic.Series.release
        • economic.Series.tags
        • economic.Series.vintagedates
        • economic.Series.id
        • economic.Series.title
        • economic.Series.observation_start
        • economic.Series.observation_end
        • economic.Series.frequency
        • economic.Series.frequency_short
        • economic.Series.units
        • economic.Series.units_short
        • economic.Series.seasonal_adjustment
        • economic.Series.seasonal_adjustment_short
        • economic.Series.last_updated
        • economic.Series.popularity
        • economic.Series.to_object
        • economic.Series.to_object_async
      • economic.Tag
        • economic.Tag.client
        • economic.Tag.notes
        • economic.Tag.related_tags
        • economic.Tag.series
        • economic.Tag.name
        • economic.Tag.group_id
        • economic.Tag.created
        • economic.Tag.popularity
        • economic.Tag.series_count
        • economic.Tag.to_object
        • economic.Tag.to_object_async
      • economic.Release
        • economic.Release.client
        • economic.Release.dates
        • economic.Release.link
        • economic.Release.notes
        • economic.Release.related_tags
        • economic.Release.series
        • economic.Release.sources
        • economic.Release.tables
        • economic.Release.tags
        • economic.Release.id
        • economic.Release.realtime_start
        • economic.Release.realtime_end
        • economic.Release.name
        • economic.Release.press_release
        • economic.Release.to_object
        • economic.Release.to_object_async
      • economic.ReleaseDate
        • economic.ReleaseDate.release_name
        • economic.ReleaseDate.release_id
        • economic.ReleaseDate.date
        • economic.ReleaseDate.to_object
        • economic.ReleaseDate.to_object_async
      • economic.Source
        • economic.Source.client
        • economic.Source.link
        • economic.Source.notes
        • economic.Source.releases
        • economic.Source.id
        • economic.Source.realtime_start
        • economic.Source.realtime_end
        • economic.Source.name
        • economic.Source.to_object
        • economic.Source.to_object_async
      • economic.Element
        • economic.Element.children
        • economic.Element.client
        • economic.Element.release
        • economic.Element.series
        • economic.Element.element_id
        • economic.Element.release_id
        • economic.Element.series_id
        • economic.Element.parent_id
        • economic.Element.line
        • economic.Element.type
        • economic.Element.name
        • economic.Element.level
        • economic.Element.to_object
        • economic.Element.to_object_async
      • economic.VintageDate
        • economic.VintageDate.vintage_date
        • economic.VintageDate.to_object
        • economic.VintageDate.to_object_async
      • economic.SeriesGroup
        • economic.SeriesGroup.title
        • economic.SeriesGroup.region_type
        • economic.SeriesGroup.series_group
        • economic.SeriesGroup.season
        • economic.SeriesGroup.units
        • economic.SeriesGroup.frequency
        • economic.SeriesGroup.min_date
        • economic.SeriesGroup.max_date
        • economic.SeriesGroup.to_object
        • economic.SeriesGroup.to_object_async
      • economic.set_api_key
      • economic.get_api_key
  • cultivars.summary
    • InformationCriteria
      • InformationCriteria.aic
      • InformationCriteria.bic
      • InformationCriteria.hqic
      • InformationCriteria.count
      • InformationCriteria.from_likelihood
      • InformationCriteria.index
    • SummaryTable
      • SummaryTable.title
      • SummaryTable.metadata
      • SummaryTable.columns
      • SummaryTable.rows
      • SummaryTable.notes
      • SummaryTable.to_pandas
      • SummaryTable.to_polars
      • SummaryTable.to_text
  • cultivars.experimental
    • cultivars.experimental.spectral
      • NSSDN
        • NSSDN.alignment
        • NSSDN.device
        • NSSDN.endog
        • NSSDN.exog
        • NSSDN.exog_dim
        • NSSDN.gating
        • NSSDN.k
        • NSSDN.nobs_total
        • NSSDN.objective
        • NSSDN.ordered_frequency
        • NSSDN.penalties
        • NSSDN.positive_frequency
        • NSSDN.scaling
        • NSSDN.schedule
        • NSSDN.seed
        • NSSDN.state_dim
        • NSSDN.time
        • NSSDN.transition
        • NSSDN.fit
      • NSSDNInformationCriteria
        • NSSDNInformationCriteria.aic
        • NSSDNInformationCriteria.bic
        • NSSDNInformationCriteria.hqic
        • NSSDNInformationCriteria.count
        • NSSDNInformationCriteria.from_likelihood
        • NSSDNInformationCriteria.index
      • NSSDNPenalties
        • NSSDNPenalties.amplitude
        • NSSDNPenalties.frequency
        • NSSDNPenalties.phase_curvature
        • NSSDNPenalties.trend
        • NSSDNPenalties.sparsity
        • NSSDNPenalties.spectrum
      • NSSDNResult
        • NSSDNResult.endog
        • NSSDNResult.time
        • NSSDNResult.exog
        • NSSDNResult.k
        • NSSDNResult.state_dim
        • NSSDNResult.alignment
        • NSSDNResult.transition
        • NSSDNResult.ordered_frequency
        • NSSDNResult.gating
        • NSSDNResult.objective
        • NSSDNResult.scaling
        • NSSDNResult.scale
        • NSSDNResult.emission
        • NSSDNResult.fittedvalues
        • NSSDNResult.resid
        • NSSDNResult.llf
        • NSSDNResult.nobs
        • NSSDNResult.n_params
        • NSSDNResult.sigma2
        • NSSDNResult.trend
        • NSSDNResult.amplitude_raw
        • NSSDNResult.amplitude
        • NSSDNResult.frequency
        • NSSDNResult.phase
        • NSSDNResult.phase_offset
        • NSSDNResult.gate
        • NSSDNResult.state
        • NSSDNResult.mix
        • NSSDNResult.history
        • NSSDNResult.predictor
        • NSSDNResult.aic
        • NSSDNResult.bic
        • NSSDNResult.components
        • NSSDNResult.effective_amplitude
        • NSSDNResult.hqic
        • NSSDNResult.information_criteria
        • NSSDNResult.observed
        • NSSDNResult.oscillation
        • NSSDNResult.period
        • NSSDNResult.power_share
        • NSSDNResult.r_squared
        • NSSDNResult.reconstruction_resid
        • NSSDNResult.compare
        • NSSDNResult.decompose
        • NSSDNResult.forecast
        • NSSDNResult.predict
        • NSSDNResult.spectral_state
        • NSSDNResult.summary
        • NSSDNResult.to_dict
        • NSSDNResult.to_pandas
      • NSSDNSpectralState
        • NSSDNSpectralState.time
        • NSSDNSpectralState.frequency
        • NSSDNSpectralState.weight
        • NSSDNSpectralState.centroid
        • NSSDNSpectralState.dispersion
        • NSSDNSpectralState.entropy
        • NSSDNSpectralState.effective_count
        • NSSDNSpectralState.participation_ratio
        • NSSDNSpectralState.velocity
        • NSSDNSpectralState.velocity_frequency
        • NSSDNSpectralState.velocity_mass
        • NSSDNSpectralState.active
        • NSSDNSpectralState.contribution_correlation
        • NSSDNSpectralState.disentanglement_score
        • NSSDNSpectralState.active_threshold
        • NSSDNSpectralState.k
        • NSSDNSpectralState.nobs
        • NSSDNSpectralState.from_result
        • NSSDNSpectralState.summary
        • NSSDNSpectralState.to_dict
        • NSSDNSpectralState.to_pandas
      • NSSDNStage
        • NSSDNStage.learning_rate
        • NSSDNStage.steps
        • NSSDNStage.penalties
      • NSSDNSummaryTable
        • NSSDNSummaryTable.title
        • NSSDNSummaryTable.metadata
        • NSSDNSummaryTable.columns
        • NSSDNSummaryTable.rows
        • NSSDNSummaryTable.notes
        • NSSDNSummaryTable.to_pandas
        • NSSDNSummaryTable.to_text
      • NSSDNDimensionError
      • NSSDNError
      • NSSDNNumericalError
      • NSSDNSpecificationError
      • NSSDNAlignment
      • NSSDNObjective
      • NSSDNScaling
      • NSSDNTransition
  • cultivars.bayes
    • cultivars.bayes.chains
      • ConvergenceTest
        • ConvergenceTest.names
        • ConvergenceTest.mean
        • ConvergenceTest.sd
        • ConvergenceTest.mcse
        • ConvergenceTest.ess_bulk
        • ConvergenceTest.ess_tail
        • ConvergenceTest.rhat
        • ConvergenceTest.geweke
        • ConvergenceTest.n_chains
        • ConvergenceTest.n_draws
        • ConvergenceTest.rhat_tol
        • ConvergenceTest.min_ess
        • ConvergenceTest.source
        • ConvergenceTest.converged
        • ConvergenceTest.degenerate
        • ConvergenceTest.ess_floor
        • ConvergenceTest.flagged
        • ConvergenceTest.summary
        • ConvergenceTest.worst
      • convergence
      • ess_bulk
      • ess_tail
      • geweke
      • mcse
      • rhat
    • cultivars.bayes.checks
      • PredictiveCheckTest
        • PredictiveCheckTest.kind
        • PredictiveCheckTest.statistics
        • PredictiveCheckTest.names
        • PredictiveCheckTest.observed
        • PredictiveCheckTest.replicated
        • PredictiveCheckTest.n_replications
        • PredictiveCheckTest.nobs
        • PredictiveCheckTest.source
        • PredictiveCheckTest.notes
        • PredictiveCheckTest.pvalues
        • PredictiveCheckTest.adequate
        • PredictiveCheckTest.extreme
        • PredictiveCheckTest.pvalue
        • PredictiveCheckTest.replicated_quantiles
        • PredictiveCheckTest.summary
      • posterior_predictive_check
      • prior_predictive_check
      • replication_check
    • cultivars.bayes.combination
      • MarginalLikelihoodSelection
        • MarginalLikelihoodSelection.log_value
        • MarginalLikelihoodSelection.mcse
        • MarginalLikelihoodSelection.method
        • MarginalLikelihoodSelection.n_draws
        • MarginalLikelihoodSelection.source
        • MarginalLikelihoodSelection.nobs
        • MarginalLikelihoodSelection.notes
        • MarginalLikelihoodSelection.bayes_factor_strength
        • MarginalLikelihoodSelection.compare
        • MarginalLikelihoodSelection.log_bayes_factor
      • ModelCombinationSelection
        • ModelCombinationSelection.names
        • ModelCombinationSelection.weights
        • ModelCombinationSelection.method
        • ModelCombinationSelection.scores
        • ModelCombinationSelection.results
        • ModelCombinationSelection.n_origins
        • ModelCombinationSelection.notes
        • ModelCombinationSelection.n_models
        • ModelCombinationSelection.forecast
        • ModelCombinationSelection.forecast_paths
        • ModelCombinationSelection.summary
      • bayesian_model_average
      • stacking
    • cultivars.bayes.evidence
      • MarginalLikelihoodSelection
        • MarginalLikelihoodSelection.log_value
        • MarginalLikelihoodSelection.mcse
        • MarginalLikelihoodSelection.method
        • MarginalLikelihoodSelection.n_draws
        • MarginalLikelihoodSelection.source
        • MarginalLikelihoodSelection.nobs
        • MarginalLikelihoodSelection.notes
        • MarginalLikelihoodSelection.bayes_factor_strength
        • MarginalLikelihoodSelection.compare
        • MarginalLikelihoodSelection.log_bayes_factor
      • bridge_sampling
      • compare
      • marginal_likelihood
      • modified_harmonic_mean
    • cultivars.bayes.priors
      • DirichletLaplacePrior
        • DirichletLaplacePrior.concentration
        • DirichletLaplacePrior.deterministic_scale
        • DirichletLaplacePrior.coefficient_mean
        • DirichletLaplacePrior.coefficient_variance
        • DirichletLaplacePrior.dummy_observations
      • DummyInitialObservationPrior
        • DummyInitialObservationPrior.tightness
        • DummyInitialObservationPrior.coefficient_mean
        • DummyInitialObservationPrior.coefficient_variance
        • DummyInitialObservationPrior.dummy_observations
      • HorseshoePrior
        • HorseshoePrior.deterministic_scale
        • HorseshoePrior.coefficient_mean
        • HorseshoePrior.coefficient_variance
        • HorseshoePrior.dummy_observations
      • IndependentNormalWishartPrior
        • IndependentNormalWishartPrior.tightness
        • IndependentNormalWishartPrior.cross_equation
        • IndependentNormalWishartPrior.decay
        • IndependentNormalWishartPrior.exogenous
        • IndependentNormalWishartPrior.sum_of_coefficients
        • IndependentNormalWishartPrior.persistence
        • IndependentNormalWishartPrior.coefficient_mean
        • IndependentNormalWishartPrior.coefficient_variance
        • IndependentNormalWishartPrior.dummy_observations
      • MinnesotaPrior
        • MinnesotaPrior.tightness
        • MinnesotaPrior.cross_equation
        • MinnesotaPrior.decay
        • MinnesotaPrior.exogenous
        • MinnesotaPrior.sum_of_coefficients
        • MinnesotaPrior.persistence
        • MinnesotaPrior.coefficient_mean
        • MinnesotaPrior.coefficient_variance
        • MinnesotaPrior.dummy_observations
      • NoPrior
        • NoPrior.coefficient_mean
        • NoPrior.coefficient_variance
        • NoPrior.dummy_observations
      • NormalGammaPrior
        • NormalGammaPrior.shape
        • NormalGammaPrior.deterministic_scale
        • NormalGammaPrior.coefficient_mean
        • NormalGammaPrior.coefficient_variance
        • NormalGammaPrior.dummy_observations
      • NormalInverseWishartPrior
        • NormalInverseWishartPrior.tightness
        • NormalInverseWishartPrior.decay
        • NormalInverseWishartPrior.exogenous
        • NormalInverseWishartPrior.persistence
        • NormalInverseWishartPrior.coefficient_mean
        • NormalInverseWishartPrior.coefficient_variance
        • NormalInverseWishartPrior.dummy_observations
      • Prior
        • Prior.coefficient_mean
        • Prior.coefficient_variance
        • Prior.dummy_observations
      • PriorContext
        • PriorContext.k_endog
        • PriorContext.order
        • PriorContext.scales
        • PriorContext.presample_mean
        • PriorContext.k_exog
        • PriorContext.n_deterministic
        • PriorContext.include_constant
        • PriorContext.lag_offset
        • PriorContext.width
      • RandomWalkVolatilityPrior
        • RandomWalkVolatilityPrior.vol_of_vol
        • RandomWalkVolatilityPrior.vol_of_vol_mean
      • SpikeAndSlabPrior
        • SpikeAndSlabPrior.spike
        • SpikeAndSlabPrior.slab
        • SpikeAndSlabPrior.inclusion
        • SpikeAndSlabPrior.deterministic_scale
        • SpikeAndSlabPrior.coefficient_mean
        • SpikeAndSlabPrior.coefficient_variance
        • SpikeAndSlabPrior.dummy_observations
      • SumOfCoefficientsPrior
        • SumOfCoefficientsPrior.tightness
        • SumOfCoefficientsPrior.coefficient_mean
        • SumOfCoefficientsPrior.coefficient_variance
        • SumOfCoefficientsPrior.dummy_observations
      • VolatilityPrior
        • VolatilityPrior.mu
        • VolatilityPrior.phi
        • VolatilityPrior.sigma2
        • VolatilityPrior.phi_mean
        • VolatilityPrior.sigma2_mean
  • cultivars.diagnostics
    • cultivars.diagnostics.breaks
      • BreakTest
        • BreakTest.break_index
        • BreakTest.n_restrictions
        • BreakTest.trimming
        • BreakTest.path
        • BreakTest.bounds
        • BreakTest.companions
        • BreakTest.critical_values
        • BreakTest.lower_tail
        • BreakTest.name
        • BreakTest.nobs
        • BreakTest.null
        • BreakTest.pvalue
        • BreakTest.statistic
        • BreakTest.reject
        • BreakTest.summary
      • MultipleBreakTest
        • MultipleBreakTest.break_indices
        • MultipleBreakTest.n_breaks
        • MultipleBreakTest.criterion
        • MultipleBreakTest.ssr
        • MultipleBreakTest.bic
        • MultipleBreakTest.lwz
        • MultipleBreakTest.partitions
        • MultipleBreakTest.sequential
        • MultipleBreakTest.n_restrictions
        • MultipleBreakTest.trimming
        • MultipleBreakTest.nobs
        • MultipleBreakTest.max_breaks
        • MultipleBreakTest.summary
      • bai_perron
      • cusum
      • sup_wald
    • cultivars.diagnostics.cointegration
      • JohansenRankTest
        • JohansenRankTest.eigenvalues
        • JohansenRankTest.trace_statistic
        • JohansenRankTest.max_eigenvalue_statistic
        • JohansenRankTest.trace_pvalue
        • JohansenRankTest.max_eigenvalue_pvalue
        • JohansenRankTest.nobs
        • JohansenRankTest.deterministic
        • JohansenRankTest.k_exog
        • JohansenRankTest.simulations
        • JohansenRankTest.small_sample
        • JohansenRankTest.k_endog
        • JohansenRankTest.ranks
        • JohansenRankTest.selected_rank
        • JohansenRankTest.to_table
    • cultivars.diagnostics.hypothesis
      • ChiSquaredTest
        • ChiSquaredTest.df
        • ChiSquaredTest.pvalue
        • ChiSquaredTest.statistic
        • ChiSquaredTest.reject
        • ChiSquaredTest.summary
      • HypothesisTest
        • HypothesisTest.statistic
        • HypothesisTest.pvalue
        • HypothesisTest.reject
        • HypothesisTest.summary
      • LikelihoodRatioTest
        • LikelihoodRatioTest.df
        • LikelihoodRatioTest.pvalue
        • LikelihoodRatioTest.statistic
        • LikelihoodRatioTest.reject
        • LikelihoodRatioTest.summary
      • TabulatedTest
        • TabulatedTest.name
        • TabulatedTest.critical_values
        • TabulatedTest.null
        • TabulatedTest.nobs
        • TabulatedTest.lower_tail
        • TabulatedTest.companions
        • TabulatedTest.pvalue
        • TabulatedTest.statistic
        • TabulatedTest.reject
        • TabulatedTest.summary
      • WaldTest
        • WaldTest.null
        • WaldTest.df
        • WaldTest.pvalue
        • WaldTest.statistic
        • WaldTest.reject
        • WaldTest.summary
    • cultivars.diagnostics.long_memory
      • LongMemoryEstimate
        • LongMemoryEstimate.d
        • LongMemoryEstimate.se
        • LongMemoryEstimate.null_d
        • LongMemoryEstimate.method
        • LongMemoryEstimate.bandwidth
        • LongMemoryEstimate.nobs
        • LongMemoryEstimate.is_stationary
        • LongMemoryEstimate.pvalue
        • LongMemoryEstimate.statistic
        • LongMemoryEstimate.confidence_interval
        • LongMemoryEstimate.reject
        • LongMemoryEstimate.summary
        • LongMemoryEstimate.test
      • exact_local_whittle
      • gph
      • local_whittle
    • cultivars.diagnostics.nonlinearity
      • BDSTest
        • BDSTest.dimension
        • BDSTest.epsilon
        • BDSTest.nobs
        • BDSTest.companions
        • BDSTest.pvalue
        • BDSTest.statistic
        • BDSTest.reject
        • BDSTest.summary
      • LinearityTest
        • LinearityTest.name
        • LinearityTest.df
        • LinearityTest.null
        • LinearityTest.alternative
        • LinearityTest.order
        • LinearityTest.delay
        • LinearityTest.nobs
        • LinearityTest.threshold
        • LinearityTest.critical_values
        • LinearityTest.suggestion
        • LinearityTest.companions
        • LinearityTest.pvalue
        • LinearityTest.statistic
        • LinearityTest.reject
        • LinearityTest.summary
      • bds
      • hansen_threshold
      • ramsey_reset
      • terasvirta
      • tsay
    • cultivars.diagnostics.seasonality
      • SeasonalUnitRootTest
        • SeasonalUnitRootTest.family
        • SeasonalUnitRootTest.period
        • SeasonalUnitRootTest.break_index
        • SeasonalUnitRootTest.companions
        • SeasonalUnitRootTest.critical_values
        • SeasonalUnitRootTest.lags
        • SeasonalUnitRootTest.lower_tail
        • SeasonalUnitRootTest.method
        • SeasonalUnitRootTest.name
        • SeasonalUnitRootTest.nobs
        • SeasonalUnitRootTest.null
        • SeasonalUnitRootTest.pvalue
        • SeasonalUnitRootTest.statistic
        • SeasonalUnitRootTest.trend
        • SeasonalUnitRootTest.reject
        • SeasonalUnitRootTest.summary
      • canova_hansen
      • hegy
    • cultivars.diagnostics.unit_roots
      • UnitRootTest
        • UnitRootTest.trend
        • UnitRootTest.lags
        • UnitRootTest.method
        • UnitRootTest.break_index
        • UnitRootTest.companions
        • UnitRootTest.critical_values
        • UnitRootTest.lower_tail
        • UnitRootTest.name
        • UnitRootTest.nobs
        • UnitRootTest.null
        • UnitRootTest.pvalue
        • UnitRootTest.statistic
        • UnitRootTest.reject
        • UnitRootTest.summary
      • adf
      • dfgls
      • kpss
      • long_run_variance
      • ng_perron
      • phillips_perron
      • zivot_andrews
  • cultivars.forecast
    • cultivars.forecast.backtest
      • Backtest
        • Backtest.origins
        • Backtest.run
      • BacktestResult
        • BacktestResult.names
        • BacktestResult.horizons
        • BacktestResult.origins
        • BacktestResult.realized
        • BacktestResult.point
        • BacktestResult.paths
        • BacktestResult.scheme
        • BacktestResult.window
        • BacktestResult.step
        • BacktestResult.errors
        • BacktestResult.is_density
        • BacktestResult.k_endog
        • BacktestResult.mae
        • BacktestResult.mean_crps
        • BacktestResult.mean_log_score
        • BacktestResult.n_draws
        • BacktestResult.n_origins
        • BacktestResult.rmse
        • BacktestResult.losses
        • BacktestResult.quantile
        • BacktestResult.record
        • BacktestResult.summary
    • cultivars.forecast.calibration
      • Calibration
        • Calibration.compute
      • CalibrationResult
        • CalibrationResult.names
        • CalibrationResult.pit
        • CalibrationResult.tests
        • CalibrationResult.n_origins
        • CalibrationResult.berkowitz
        • CalibrationResult.histogram
        • CalibrationResult.summary
    • cultivars.forecast.comparison
      • ClarkWestTest
        • ClarkWestTest.adjusted_differential
        • ClarkWestTest.mspe_restricted
        • ClarkWestTest.mspe_unrestricted
        • ClarkWestTest.horizon
        • ClarkWestTest.nobs
        • ClarkWestTest.pvalue
        • ClarkWestTest.statistic
        • ClarkWestTest.reject
        • ClarkWestTest.summary
      • EncompassingTest
        • EncompassingTest.weight
        • EncompassingTest.horizon
        • EncompassingTest.nobs
        • EncompassingTest.pvalue
        • EncompassingTest.statistic
        • EncompassingTest.reject
        • EncompassingTest.summary
      • ForecastComparison
        • ForecastComparison.compute
      • ForecastComparisonResult
        • ForecastComparisonResult.mean_differential
        • ForecastComparisonResult.dm_statistic
        • ForecastComparisonResult.dm_pvalue
        • ForecastComparisonResult.hln_statistic
        • ForecastComparisonResult.hln_pvalue
        • ForecastComparisonResult.gw_statistic
        • ForecastComparisonResult.gw_pvalue
        • ForecastComparisonResult.horizon
        • ForecastComparisonResult.nobs
        • ForecastComparisonResult.summary
      • GiacominiWhiteTest
        • GiacominiWhiteTest.df
        • GiacominiWhiteTest.coefficients
        • GiacominiWhiteTest.instruments
        • GiacominiWhiteTest.share_a
        • GiacominiWhiteTest.mean_differential
        • GiacominiWhiteTest.horizon
        • GiacominiWhiteTest.nobs
        • GiacominiWhiteTest.pvalue
        • GiacominiWhiteTest.statistic
        • GiacominiWhiteTest.reject
        • GiacominiWhiteTest.summary
      • MincerZarnowitzTest
        • MincerZarnowitzTest.intercept
        • MincerZarnowitzTest.slope
        • MincerZarnowitzTest.r_squared
        • MincerZarnowitzTest.horizon
        • MincerZarnowitzTest.nobs
        • MincerZarnowitzTest.pvalue
        • MincerZarnowitzTest.statistic
        • MincerZarnowitzTest.reject
        • MincerZarnowitzTest.summary
      • clark_west
      • encompassing
      • giacomini_white
      • mincer_zarnowitz
    • cultivars.forecast.conditional
      • ConditionalForecastResult
        • ConditionalForecastResult.names
        • ConditionalForecastResult.steps
        • ConditionalForecastResult.conditions
        • ConditionalForecastResult.unconditional
        • ConditionalForecastResult.mean
        • ConditionalForecastResult.paths
        • ConditionalForecastResult.implied_shocks
        • ConditionalForecastResult.modesty
        • ConditionalForecastResult.modesty_pvalue
        • ConditionalForecastResult.n_conditions
        • ConditionalForecastResult.source
        • ConditionalForecastResult.parameter_uncertainty
        • ConditionalForecastResult.conditioned
        • ConditionalForecastResult.k_endog
        • ConditionalForecastResult.n_draws
        • ConditionalForecastResult.forecast_paths
        • ConditionalForecastResult.quantiles
        • ConditionalForecastResult.summary
      • conditional_forecast
    • cultivars.forecast.confidence_set
      • ModelConfidenceSetSelection
        • ModelConfidenceSetSelection.names
        • ModelConfidenceSetSelection.pvalues
        • ModelConfidenceSetSelection.mean_losses
        • ModelConfidenceSetSelection.elimination_order
        • ModelConfidenceSetSelection.alpha
        • ModelConfidenceSetSelection.statistic
        • ModelConfidenceSetSelection.n_bootstrap
        • ModelConfidenceSetSelection.block_length
        • ModelConfidenceSetSelection.nobs
        • ModelConfidenceSetSelection.best
        • ModelConfidenceSetSelection.excluded
        • ModelConfidenceSetSelection.included
        • ModelConfidenceSetSelection.pvalue
        • ModelConfidenceSetSelection.summary
      • model_confidence_set
    • cultivars.forecast.fan
      • fan_chart
    • cultivars.forecast.scoring
      • DensityScore
        • DensityScore.compute
      • DensityScoreResult
        • DensityScoreResult.names
        • DensityScoreResult.crps
        • DensityScoreResult.log_score
        • DensityScoreResult.energy
        • DensityScoreResult.squared_error
        • DensityScoreResult.absolute_error
        • DensityScoreResult.n_draws
        • DensityScoreResult.n_horizons
        • DensityScoreResult.summary
      • pinball_loss
  • cultivars.spectral
    • cultivars.spectral.band_pass
      • BandPassResult
        • BandPassResult.cycle
        • BandPassResult.trend
        • BandPassResult.low
        • BandPassResult.high
        • BandPassResult.method
        • BandPassResult.offset
        • BandPassResult.symmetric
        • BandPassResult.n_series
        • BandPassResult.summary
      • BaxterKingFilter
        • BaxterKingFilter.filter
      • ChristianoFitzgeraldFilter
        • ChristianoFitzgeraldFilter.filter
    • cultivars.spectral.causality
      • ConditionalSpectralCausality
        • ConditionalSpectralCausality.compute
      • ConditionalSpectralCausalityResult
        • ConditionalSpectralCausalityResult.cause
        • ConditionalSpectralCausalityResult.effect_names
        • ConditionalSpectralCausalityResult.frequencies
        • ConditionalSpectralCausalityResult.measure
        • ConditionalSpectralCausalityResult.consistency
        • ConditionalSpectralCausalityResult.integrated
        • ConditionalSpectralCausalityResult.pair
        • ConditionalSpectralCausalityResult.summary
      • SpectralCausality
        • SpectralCausality.compute
      • SpectralCausalityResult
        • SpectralCausalityResult.names
        • SpectralCausalityResult.frequencies
        • SpectralCausalityResult.measure
        • SpectralCausalityResult.k_endog
        • SpectralCausalityResult.band
        • SpectralCausalityResult.integrated
        • SpectralCausalityResult.pair
        • SpectralCausalityResult.summary
    • cultivars.spectral.cycles
      • TurningPoints
        • TurningPoints.date
      • TurningPointsResult
        • TurningPointsResult.peaks
        • TurningPointsResult.troughs
        • TurningPointsResult.contraction
        • TurningPointsResult.phases
        • TurningPointsResult.window
        • TurningPointsResult.min_phase
        • TurningPointsResult.min_cycle
        • TurningPointsResult.nobs
        • TurningPointsResult.n_cycles
        • TurningPointsResult.concordance
        • TurningPointsResult.summary
      • concordance
    • cultivars.spectral.density
      • SpectralDensity
        • SpectralDensity.compute
      • SpectralDensityResult
        • SpectralDensityResult.names
        • SpectralDensityResult.frequencies
        • SpectralDensityResult.density
        • SpectralDensityResult.k_endog
        • SpectralDensityResult.coherence
        • SpectralDensityResult.gain
        • SpectralDensityResult.partial_coherence
        • SpectralDensityResult.periods
        • SpectralDensityResult.phase
        • SpectralDensityResult.spectrum
        • SpectralDensityResult.summary
    • cultivars.spectral.filters
      • BeveridgeNelsonDecomposition
        • BeveridgeNelsonDecomposition.compute
      • ButterworthFilter
        • ButterworthFilter.filter
      • DecompositionFilterResult
        • DecompositionFilterResult.trend
        • DecompositionFilterResult.cycle
        • DecompositionFilterResult.method
        • DecompositionFilterResult.offset
        • DecompositionFilterResult.penalty
        • DecompositionFilterResult.order
        • DecompositionFilterResult.cutoff
        • DecompositionFilterResult.horizon
        • DecompositionFilterResult.lags
        • DecompositionFilterResult.provisional
        • DecompositionFilterResult.n_series
        • DecompositionFilterResult.summary
      • HamiltonFilter
        • HamiltonFilter.filter
      • HodrickPrescottFilter
        • HodrickPrescottFilter.filter
    • cultivars.spectral.periodogram
      • DaniellSpectrum
        • DaniellSpectrum.compute
      • MultitaperSpectrum
        • MultitaperSpectrum.compute
      • SpectrumEstimate
        • SpectrumEstimate.names
        • SpectrumEstimate.frequencies
        • SpectrumEstimate.density
        • SpectrumEstimate.method
        • SpectrumEstimate.degrees_of_freedom
        • SpectrumEstimate.bandwidth
        • SpectrumEstimate.nobs
        • SpectrumEstimate.detrend
        • SpectrumEstimate.k_endog
        • SpectrumEstimate.coherence
        • SpectrumEstimate.confidence_interval
        • SpectrumEstimate.periods
        • SpectrumEstimate.spectrum
        • SpectrumEstimate.summary
      • WelchSpectrum
        • WelchSpectrum.compute
    • cultivars.spectral.wavelets
      • MODWT
        • MODWT.transform
      • MODWTResult
        • MODWTResult.coefficients
        • MODWTResult.scaling
        • MODWTResult.details
        • MODWTResult.smooth
        • MODWTResult.variance
        • MODWTResult.degrees_of_freedom
        • MODWTResult.wavelet
        • MODWTResult.nobs
        • MODWTResult.levels
        • MODWTResult.periods
        • MODWTResult.scales
        • MODWTResult.summary
        • MODWTResult.variance_interval
      • WaveletCoherence
        • WaveletCoherence.compute
      • WaveletCoherenceResult
        • WaveletCoherenceResult.coherence
        • WaveletCoherenceResult.phase
        • WaveletCoherenceResult.scales
        • WaveletCoherenceResult.periods
        • WaveletCoherenceResult.cone
        • WaveletCoherenceResult.significance
        • WaveletCoherenceResult.alpha
        • WaveletCoherenceResult.omega0
        • WaveletCoherenceResult.nobs
        • WaveletCoherenceResult.lead
        • WaveletCoherenceResult.significant
        • WaveletCoherenceResult.summary
  • cultivars.exceptions
    • CultivarsError
    • DimensionError
    • ExperimentalWarning
    • NumericalError
    • SpecificationError
    • StabilityWarning
  • cultivars.typing
    • Identification
      • Identification.identify
    • OptimizerOptions
      • OptimizerOptions.clear
      • OptimizerOptions.copy
      • OptimizerOptions.fromkeys
      • OptimizerOptions.get
      • OptimizerOptions.items
      • OptimizerOptions.keys
      • OptimizerOptions.pop
      • OptimizerOptions.popitem
      • OptimizerOptions.setdefault
      • OptimizerOptions.update
      • OptimizerOptions.values
    • Activation
    • CointegrationTrend
    • FTest
    • Frequency
    • FunctionalBasis
    • LongMemoryMethod
    • Mean
    • Method
    • OptimizerMethod
    • PanelEffects
    • Penalty
    • ProbabilityType
    • Regime
    • Residuals
    • Transition
    • Trend
    • Vol
  • API reference
  • cultivars.univariate
  • cultivars.univariate.mean_function
  • ARNNResult
  • ARNNResult.endog

ARNNResult.endog#

ARNNResult.endog: NDArray[float64]#

previous

ARNNResult.predictor

next

ARNNResult.engine

On this page
  • ARNNResult.endog

API reference

Every public model, test and result, with the mathematics it implements and a runnable example.

View the API ›

Examples

Research workflows on live FRED data, from identification to forecast evaluation, as scripts and notebooks.

View the examples ›

Engine

The numerical core and internal layers the public surface is built on, for contributors and the curious.

View the engine ›

Get cultivars

Pre-releases are published to PyPI and announced on GitHub Releases. Pin the exact version in anything that must not move.

pip install --pre cultivars==1.0.0a4

Resources

  • Releases
  • Changelog
  • Issues
  • Contributing
  • Security
  • Code of conduct

Related

  • fedfred FRED client
  • edgar-sec SEC EDGAR client
  • GitHub
  • PyPI
  • Codecov
  • Cite

© 2026, Nikhil Sunder. Released under the MIT License. cultivars is an independent open-source project and is not affiliated with the Federal Reserve Bank of St. Louis; FRED® is a registered trademark of the Federal Reserve Bank of St. Louis.

cultivars 1.0.0a4 · updated 2026-10-13 · built with Sphinx 9.1.0 and the PyData Sphinx Theme