statsmodels times series and state-space model estimation

by Bart Baker for Python Software Foundation

Statsmodels is a BSD-licensed, Python-based statistics and econometrics package [1,2] under the scikits namespace. Work on the project has recently moved into areas of time series analysis and state-space methods. Given my own interests in these subjects, I propose to continue development in these areas in order to increase the viability of statsmodels as a standalone, open source package for statistical analysis.