{"action":"opened","number":2432,"pull_request":{"url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2432","id":36784344,"html_url":"https://github.com/statsmodels/statsmodels/pull/2432","diff_url":"https://github.com/statsmodels/statsmodels/pull/2432.diff","patch_url":"https://github.com/statsmodels/statsmodels/pull/2432.patch","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2432","number":2432,"state":"open","locked":false,"title":"ENH: Added unobserved components class.","user":{"login":"ChadFulton","id":280864,"avatar_url":"https://avatars.githubusercontent.com/u/280864?v=3","gravatar_id":"","url":"https://api.github.com/users/ChadFulton","html_url":"https://github.com/ChadFulton","followers_url":"https://api.github.com/users/ChadFulton/followers","following_url":"https://api.github.com/users/ChadFulton/following{/other_user}","gists_url":"https://api.github.com/users/ChadFulton/gists{/gist_id}","starred_url":"https://api.github.com/users/ChadFulton/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/ChadFulton/subscriptions","organizations_url":"https://api.github.com/users/ChadFulton/orgs","repos_url":"https://api.github.com/users/ChadFulton/repos","events_url":"https://api.github.com/users/ChadFulton/events{/privacy}","received_events_url":"https://api.github.com/users/ChadFulton/received_events","type":"User","site_admin":false},"body":"PR corresponding to #2416.\r\n\r\nThis is a pretty good first draft, but it needs work in the following areas:\r\n\r\n- Example notebooks\r\n- Improve starting parameter estimation\r\n- Unit tests\r\n- Code cleanup / style improvements\r\n- Improve model specification if possible (e.g. allow string names for the trend component as described in the table in #2416)\r\n- Add results class with result options specific to the UC model framework (i.e. syntactic sugar for getting the level, trend, etc. components from the `filtered_states` matrix)\r\n\r\nHere's a notebook showing an example usage (the Nile models considered there are from http://www.jstatsoft.org/v41/i02/paper):\r\n\r\nhttp://nbviewer.ipython.org/gist/ChadFulton/9ec4aaa13841bbdbe4df/","created_at":"2015-06-02T23:11:42Z","updated_at":"2015-06-02T23:11:42Z","closed_at":null,"merged_at":null,"merge_commit_sha":null,"assignee":null,"milestone":null,"commits_url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2432/commits","review_comments_url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2432/comments","review_comment_url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/comments{/number}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2432/comments","statuses_url":"https://api.github.com/repos/statsmodels/statsmodels/statuses/1f921eafeb2914358db31b8645c68420c809b903","head":{"label":"ChadFulton:uc-models","ref":"uc-models","sha":"1f921eafeb2914358db31b8645c68420c809b903","user":{"login":"ChadFulton","id":280864,"avatar_url":"https://avatars.githubusercontent.com/u/280864?v=3","gravatar_id":"","url":"https://api.github.com/users/ChadFulton","html_url":"https://github.com/ChadFulton","followers_url":"https://api.github.com/users/ChadFulton/followers","following_url":"https://api.github.com/users/ChadFulton/following{/other_user}","gists_url":"https://api.github.com/users/ChadFulton/gists{/gist_id}","starred_url":"https://api.github.com/users/ChadFulton/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/ChadFulton/subscriptions","organizations_url":"https://api.github.com/users/ChadFulton/orgs","repos_url":"https://api.github.com/users/ChadFulton/repos","events_url":"https://api.github.com/users/ChadFulton/events{/privacy}","received_events_url":"https://api.github.com/users/ChadFulton/received_events","type":"User","site_admin":false},"repo":{"id":9765991,"name":"statsmodels","full_name":"ChadFulton/statsmodels","owner":{"login":"ChadFulton","id":280864,"avatar_url":"https://avatars.githubusercontent.com/u/280864?v=3","gravatar_id":"","url":"https://api.github.com/users/ChadFulton","html_url":"https://github.com/ChadFulton","followers_url":"https://api.github.com/users/ChadFulton/followers","following_url":"https://api.github.com/users/ChadFulton/following{/other_user}","gists_url":"https://api.github.com/users/ChadFulton/gists{/gist_id}","starred_url":"https://api.github.com/users/ChadFulton/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/ChadFulton/subscriptions","organizations_url":"https://api.github.com/users/ChadFulton/orgs","repos_url":"https://api.github.com/users/ChadFulton/repos","events_url":"https://api.github.com/users/ChadFulton/events{/privacy}","received_events_url":"https://api.github.com/users/ChadFulton/received_events","type":"User","site_admin":false},"private":false,"html_url":"https://github.com/ChadFulton/statsmodels","description":"Statsmodels: statistical modeling and econometrics in Python","fork":true,"url":"https://api.github.com/repos/ChadFulton/statsmodels","forks_url":"https://api.github.com/repos/ChadFulton/statsmodels/forks","keys_url":"https://api.github.com/repos/ChadFulton/statsmodels/keys{/key_id}","collaborators_url":"https://api.github.com/repos/ChadFulton/statsmodels/collaborators{/collaborator}","teams_url":"https://api.github.com/repos/ChadFulton/statsmodels/teams","hooks_url":"https://api.github.com/repos/ChadFulton/statsmodels/hooks","issue_events_url":"https://api.github.com/repos/ChadFulton/statsmodels/issues/events{/number}","events_url":"https://api.github.com/repos/ChadFulton/statsmodels/events","assignees_url":"https://api.github.com/repos/ChadFulton/statsmodels/assignees{/user}","branches_url":"https://api.github.com/repos/ChadFulton/statsmodels/branches{/branch}","tags_url":"https://api.github.com/repos/ChadFulton/statsmodels/tags","blobs_url":"https://api.github.com/repos/ChadFulton/statsmodels/git/blobs{/sha}","git_tags_url":"https://api.github.com/repos/ChadFulton/statsmodels/git/tags{/sha}","git_refs_url":"https://api.github.com/repos/ChadFulton/statsmodels/git/refs{/sha}","trees_url":"https://api.github.com/repos/ChadFulton/statsmodels/git/trees{/sha}","statuses_url":"https://api.github.com/repos/ChadFulton/statsmodels/statuses/{sha}","languages_url":"https://api.github.com/repos/ChadFulton/statsmodels/languages","stargazers_url":"https://api.github.com/repos/ChadFulton/statsmodels/stargazers","contributors_url":"https://api.github.com/repos/ChadFulton/statsmodels/contributors","subscribers_url":"https://api.github.com/repos/ChadFulton/statsmodels/subscribers","subscription_url":"https://api.github.com/repos/ChadFulton/statsmodels/subscription","commits_url":"https://api.github.com/repos/ChadFulton/statsmodels/commits{/sha}","git_commits_url":"https://api.github.com/repos/ChadFulton/statsmodels/git/commits{/sha}","comments_url":"https://api.github.com/repos/ChadFulton/statsmodels/comments{/number}","issue_comment_url":"https://api.github.com/repos/ChadFulton/statsmodels/issues/comments{/number}","contents_url":"https://api.github.com/repos/ChadFulton/statsmodels/contents/{+path}","compare_url":"https://api.github.com/repos/ChadFulton/statsmodels/compare/{base}...{head}","merges_url":"https://api.github.com/repos/ChadFulton/statsmodels/merges","archive_url":"https://api.github.com/repos/ChadFulton/statsmodels/{archive_format}{/ref}","downloads_url":"https://api.github.com/repos/ChadFulton/statsmodels/downloads","issues_url":"https://api.github.com/repos/ChadFulton/statsmodels/issues{/number}","pulls_url":"https://api.github.com/repos/ChadFulton/statsmodels/pulls{/number}","milestones_url":"https://api.github.com/repos/ChadFulton/statsmodels/milestones{/number}","notifications_url":"https://api.github.com/repos/ChadFulton/statsmodels/notifications{?since,all,participating}","labels_url":"https://api.github.com/repos/ChadFulton/statsmodels/labels{/name}","releases_url":"https://api.github.com/repos/ChadFulton/statsmodels/releases{/id}","created_at":"2013-04-30T07:16:46Z","updated_at":"2015-04-08T19:25:43Z","pushed_at":"2015-06-02T23:06:17Z","git_url":"git://github.com/ChadFulton/statsmodels.git","ssh_url":"git@github.com:ChadFulton/statsmodels.git","clone_url":"https://github.com/ChadFulton/statsmodels.git","svn_url":"https://github.com/ChadFulton/statsmodels","homepage":"http://statsmodels.sourceforge.net/devel/","size":21723,"stargazers_count":1,"watchers_count":1,"language":"Python","has_issues":true,"has_downloads":true,"has_wiki":true,"has_pages":false,"forks_count":3,"mirror_url":null,"open_issues_count":0,"forks":3,"open_issues":0,"watchers":1,"default_branch":"master"}},"base":{"label":"statsmodels:master","ref":"master","sha":"4b55fa4871cf3f1dbd2e30bfe00d80df87d4b340","user":{"login":"statsmodels","id":717666,"avatar_url":"https://avatars.githubusercontent.com/u/717666?v=3","gravatar_id":"","url":"https://api.github.com/users/statsmodels","html_url":"https://github.com/statsmodels","followers_url":"https://api.github.com/users/statsmodels/followers","following_url":"https://api.github.com/users/statsmodels/following{/other_user}","gists_url":"https://api.github.com/users/statsmodels/gists{/gist_id}","starred_url":"https://api.github.com/users/statsmodels/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/statsmodels/subscriptions","organizations_url":"https://api.github.com/users/statsmodels/orgs","repos_url":"https://api.github.com/users/statsmodels/repos","events_url":"https://api.github.com/users/statsmodels/events{/privacy}","received_events_url":"https://api.github.com/users/statsmodels/received_events","type":"Organization","site_admin":false},"repo":{"id":1885237,"name":"statsmodels","full_name":"statsmodels/statsmodels","owner":{"login":"statsmodels","id":717666,"avatar_url":"https://avatars.githubusercontent.com/u/717666?v=3","gravatar_id":"","url":"https://api.github.com/users/statsmodels","html_url":"https://github.com/statsmodels","followers_url":"https://api.github.com/users/statsmodels/followers","following_url":"https://api.github.com/users/statsmodels/following{/other_user}","gists_url":"https://api.github.com/users/statsmodels/gists{/gist_id}","starred_url":"https://api.github.com/users/statsmodels/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/statsmodels/subscriptions","organizations_url":"https://api.github.com/users/statsmodels/orgs","repos_url":"https://api.github.com/users/statsmodels/repos","events_url":"https://api.github.com/users/statsmodels/events{/privacy}","received_events_url":"https://api.github.com/users/statsmodels/received_events","type":"Organization","site_admin":false},"private":false,"html_url":"https://github.com/statsmodels/statsmodels","description":"Statsmodels: statistical modeling and econometrics in Python","fork":false,"url":"https://api.github.com/repos/statsmodels/statsmodels","forks_url":"https://api.github.com/repos/statsmodels/statsmodels/forks","keys_url":"https://api.github.com/repos/statsmodels/statsmodels/keys{/key_id}","collaborators_url":"https://api.github.com/repos/statsmodels/statsmodels/collaborators{/collaborator}","teams_url":"https://api.github.com/repos/statsmodels/statsmodels/teams","hooks_url":"https://api.github.com/repos/statsmodels/statsmodels/hooks","issue_events_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/events{/number}","events_url":"https://api.github.com/repos/statsmodels/statsmodels/events","assignees_url":"https://api.github.com/repos/statsmodels/statsmodels/assignees{/user}","branches_url":"https://api.github.com/repos/statsmodels/statsmodels/branches{/branch}","tags_url":"https://api.github.com/repos/statsmodels/statsmodels/tags","blobs_url":"https://api.github.com/repos/statsmodels/statsmodels/git/blobs{/sha}","git_tags_url":"https://api.github.com/repos/statsmodels/statsmodels/git/tags{/sha}","git_refs_url":"https://api.github.com/repos/statsmodels/statsmodels/git/refs{/sha}","trees_url":"https://api.github.com/repos/statsmodels/statsmodels/git/trees{/sha}","statuses_url":"https://api.github.com/repos/statsmodels/statsmodels/statuses/{sha}","languages_url":"https://api.github.com/repos/statsmodels/statsmodels/languages","stargazers_url":"https://api.github.com/repos/statsmodels/statsmodels/stargazers","contributors_url":"https://api.github.com/repos/statsmodels/statsmodels/contributors","subscribers_url":"https://api.github.com/repos/statsmodels/statsmodels/subscribers","subscription_url":"https://api.github.com/repos/statsmodels/statsmodels/subscription","commits_url":"https://api.github.com/repos/statsmodels/statsmodels/commits{/sha}","git_commits_url":"https://api.github.com/repos/statsmodels/statsmodels/git/commits{/sha}","comments_url":"https://api.github.com/repos/statsmodels/statsmodels/comments{/number}","issue_comment_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/comments{/number}","contents_url":"https://api.github.com/repos/statsmodels/statsmodels/contents/{+path}","compare_url":"https://api.github.com/repos/statsmodels/statsmodels/compare/{base}...{head}","merges_url":"https://api.github.com/repos/statsmodels/statsmodels/merges","archive_url":"https://api.github.com/repos/statsmodels/statsmodels/{archive_format}{/ref}","downloads_url":"https://api.github.com/repos/statsmodels/statsmodels/downloads","issues_url":"https://api.github.com/repos/statsmodels/statsmodels/issues{/number}","pulls_url":"https://api.github.com/repos/statsmodels/statsmodels/pulls{/number}","milestones_url":"https://api.github.com/repos/statsmodels/statsmodels/milestones{/number}","notifications_url":"https://api.github.com/repos/statsmodels/statsmodels/notifications{?since,all,participating}","labels_url":"https://api.github.com/repos/statsmodels/statsmodels/labels{/name}","releases_url":"https://api.github.com/repos/statsmodels/statsmodels/releases{/id}","created_at":"2011-06-12T17:04:50Z","updated_at":"2015-06-02T02:01:29Z","pushed_at":"2015-06-02T03:13:37Z","git_url":"git://github.com/statsmodels/statsmodels.git","ssh_url":"git@github.com:statsmodels/statsmodels.git","clone_url":"https://github.com/statsmodels/statsmodels.git","svn_url":"https://github.com/statsmodels/statsmodels","homepage":"http://statsmodels.sourceforge.net/devel/","size":38943,"stargazers_count":988,"watchers_count":988,"language":"Python","has_issues":true,"has_downloads":true,"has_wiki":true,"has_pages":false,"forks_count":418,"mirror_url":null,"open_issues_count":967,"forks":418,"open_issues":967,"watchers":988,"default_branch":"master"}},"_links":{"self":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2432"},"html":{"href":"https://github.com/statsmodels/statsmodels/pull/2432"},"issue":{"href":"https://api.github.com/repos/statsmodels/statsmodels/issues/2432"},"comments":{"href":"https://api.github.com/repos/statsmodels/statsmodels/issues/2432/comments"},"review_comments":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2432/comments"},"review_comment":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/comments{/number}"},"commits":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2432/commits"},"statuses":{"href":"https://api.github.com/repos/statsmodels/statsmodels/statuses/1f921eafeb2914358db31b8645c68420c809b903"}},"merged":false,"mergeable":null,"mergeable_state":"unknown","merged_by":null,"comments":0,"review_comments":0,"commits":1,"additions":649,"deletions":0,"changed_files":1}}