Changes in version 0.1.3 (2026-02-01) Bug Fixes - Fixed get_var_imp() to accept both ARml and forecastARml objects as documented - Fixed dimension drop in lag_maker() when max_lag = 1 - Fixed dimension drop in forecast_loop() when forecasting single step - Fixed xreg being lost during calibration - now properly preserved before truncation - Fixed redundant BoxCox transformation when lambda = "auto" - Fixed invalid trend_method parameter in get_var_imp() example - Fixed syntax error in test file Tests - Added comprehensive test suite with 246 tests covering: - ARml(): parameter validation, edge cases (max_lag = 1, cv = FALSE), constant data, non-seasonal data, different frequencies (quarterly, weekly), xreg handling, BoxCox transformations - forecast.ARml(): error handling, multiple confidence levels, calibrated forecasts, output structure - split_ts(): input validation, time series attribute preservation - Conformal prediction: conformalRegressor(), conformalRegressorByHorizon(), and their predict methods with bounds and error handling - Calibration: horizon-specific calibration, trumpet-shaped intervals, xreg with calibration - Internal utilities: lag_maker(), %notin%, pred_func(), forecast_loop() Changes in version 0.1.2 (2026-01-30) - Implemented horizon-specific conformal prediction intervals with proper out-of-sample calibration - Added new parameters to ARml(): calibrate, calibration_horizon, n_cal_windows - New functions: conformalRegressorByHorizon(), calibrate_horizon_scores() - Prediction intervals now properly widen with forecast horizon (trumpet shape) - Added comprehensive test suite for short time series handling Changes in version 0.1.1 (2022-10-24) Changes in version 0.0.3 (2022-05-02) Changes in version 0.0.2 (2022-01-27) - Added a NEWS.md file to track changes to the package.