statsmodels/statsmodels — pull request #1587 by jseabold (2014-04-10 18:05:21+00:00)
Title: ENH: Wrap X12/X13-ARIMA AUTOMDL. Closes #442.

This works but is still WIP for some cleanup.

- [ ] add to release notes
- [ ] add tests (will have to run locally only unless we build x12 on travis/throw up a binary somewhere)
- [ ] make sure API is sensible
- [ ] deal with x12path systematically, allow setting at build time, allow setting via a function
- [] finish docstrings

The spec code in there should allow wrapping more than AUTOMDL, but I don't know that we really need that. We could, for example, allow use of x12arima as a method in ARIMA and use it's seasonal ARIMA until we have a native solution.