Release 4.2

Release containing all changes since 4.1 including:

• Fixed a bug that prevented fix from being used with a new model (:issue:156)
• Added first_obs and last_obs parameters to fix to mimic fit
• Added ability to jointly estimate smoothing parameter in EWMA variance when fitting the model

Release 4.1

Minor release with bug fixes and the FixedVariance process.
Adds support for 3.6 in anaconda.org.

Release 4.0

Variance forecasting to ARCH models

Minor release

Primarily doc fixes and a few bugs squished. No major new features.

Point release

Added a small number of features, primarily the fix method which allows models to be "fit" using
user-specified parameters.

Version 3.0

New release featuring many small fixes and three multiple comparison procedures:

• Test of Superior Predictive Ability (Reality Check)
• Model Confidence Set
• Stepwise Multiple Comparison

Version 2.1

Included code to perform unit root tests.

Version 2.0

• Reorganized the ARCH code to allow expansion
• Added a comprehensive bootstrap framework for future application in multiple comparison tests

Version 1.0

Initial release of arch. Matches code available on pypi and binstar.