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Extension of the regression variables #44

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palatej opened this issue Aug 24, 2015 · 0 comments
Open

Extension of the regression variables #44

palatej opened this issue Aug 24, 2015 · 0 comments
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enhancement
Milestone
3.0

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@palatej
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palatej commented Aug 24, 2015

Some features provided in the original programs are not available. For instance (using the X12 definitions):

  • const
  • seasonal
  • change of regime
  • ...

Other interesting options related to trading days (week/Saturdays/Sundays...) or moving holidays (periods before and after specific holidays) should be added.
@palatej palatej added this to the 3.0 milestone Aug 24, 2015
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