regression-models
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I see that many algorithms do have their readmes but do not have a (theoretical) explanation for the concerning algorithm. I would like to add content to such readmes.
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Collection of follow-ups to #5827. These can/should be broken out into individual PRs. Many are relatively straightforward and would make a good first PR.
General
sm.tsa.arima.ARIMA
works withfix_params
(it should fail except when the fit method isstatespace