TSMT Change Log

The following is a list of changes from the previous version of GAUSS.

4.0.0

1. Expanded output printing and implemented consistent printing format. All models now print standardized header with model details and evaluation statistics.

2. Enhancement: Added new tsmtModelDesc structure to store model descriptions include dependent variable name, timespan, number of observations, and degrees of freedom.

3. Enhancement: Added new tsmtSummaryStats structure to hold model summary statistics include SSE, MSE, RMSE, SEE, R-squared, Adjuste R-squared, SSY, and the Durbin-Watson statistic.

4. Enhancement: Expanded all functions to compute and return model summary statistics including SSE, MSE, RMSE, SEE, R-squared, Adjuste R-squared, SSY, and the Durbin-Watson statistic.

5. Expanded functionality: Added functionality to allow date variables to be passed with independent and/or dependent variable. Dates are automatically detected and data timespans are reported.

6. Expanded functionality: Standard errors now reported for constant for arimamt() model.

7. Enhancement: autoregmt() now accepts scalar input to specify that same number of lags should be used for all independent variables.

8. Update printing of unit root tests to specify null hypothesis in output header and conclusion from test as a footer, whenever possible.

9. Enhancement: autoregmt() now checks for model constant and additional non-variant variables in the independent variables.

10. Enhancement: selectLags() now takes p_max, method, and printout as optional arguments with internal defaults.