[bashtage]

Adds the 9.0 release notes for two contributor fixes that were merged without one, and adds their author to the contributors.

• BUG: Use nobs degrees of freedom in rsquared_adj without a constant #1013, rsquared_adj without a constant (Changes that alter results): ZeroMean, and ARX, HARX and LS with constant=False, adjusted their uncentered rsquared with (nobs - 1) / (nobs - k), the factor of a centered R-squared. They now use nobs / (nobs - k), as statsmodels does.
  • An AR(1) without a constant was not adjusted at all.
  • ZeroMean reported an rsquared_adj of 1 / nobs, although its rsquared is 0.
• BUG: Print the name of a WaldTestStatistic once #1014, the name of a WaldTestStatistic (Bug fixes): the name was also printed between H0 and H1. This affected the output of arch_lm_test and of the VaR backtests, and it has been there since 4.8.0.
• Contributors: adds sohailshk.

Both bugs are in 8.0.0.

Checks

• rsquared_adj on main: an AR(1) without a constant gives 0.021349, the same as statsmodels OLS, where the 8.0 formula gives 0.031235, its rsquared. With a constant, it equals statsmodels as before.
• Release notes file: the new lines are at most 88 columns and ASCII, and docutils parses 9.0.rst with no warnings.

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[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.06%. Comparing base (b7c5046) to head (45e72bc).
⚠️ Report is 2 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1019      +/-   ##
==========================================
- Coverage   99.44%   99.06%   -0.39%     
==========================================
  Files         153      151       -2     
  Lines       34278    33513     -765     
  Branches     2595     2595              
==========================================
- Hits        34088    33199     -889     
- Misses        114      214     +100     
- Partials       76      100      +24     

Flag	Coverage Δ
adder	99.06% <ø> (-0.33%)	⬇️
subtractor	99.06% <ø> (-0.33%)	⬇️

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