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.