An efficient integrated panel and GARCH estimator


Keywords
econometrics
License
GPL-3.0
Install
pip install paneltime==1.1.8

Documentation

# Paneltime


Author: Espen Sirnes
Version: 1.1.6

This package integrates paneldata estimation with a very efficient ARIMA/GARCH
estimator. 


## Installation


Use standard "pip install paneltime" for installation

For compiling the custum clibrary (sparse matrix inversion):
	numpy (will be installed anyway, but required in advance for compilation of custom c-library)


If you are NOT installing on Windows, make sure these requirements are satisfied before you install:

## For GUI:
Tkinter:   From root, "apt python3-tk" in Linux

## For matplotlib to be installed:
pk-konfig: From root, "apt pk-konfig" in Linux
Freetype : From root, "apt install libfreetype6 libfreetype6-dev" in Linux)