To obtain the latest released version of statsmodels using setuptools:
easy_install -U scikits.statsmodels
Or follow this link to our PyPI page.
We do not release very often but the master branch of our source code is usually fine for everyday use. You can get the latest source from our github repository. Or if you have git installed:
git clone git://github.com/statsmodels/statsmodels.git
If you want to keep up to date with the source on github just periodically do:
git pull
in the statsmodels directory.
Once you have obtained the source, you can do (with appropriate permissions):
python setup.py install
For the 0.3 release, you might want to do:
python setup.py build --with-cython
python setup.py install
To enable the Cython-based Kalman filter used by the ARMA model. You will need a C compiler.