Econometrics Menu (#1403)

* Add Statistics Menu

* Add Granger Causality test

* Apply Black formatting

* Add Cointegration Tests

* Adjust plotting for Cointegration test

* Add Significant parameter to Cointegration tests

* Move regression functions to seperate .py files

* Progress on Panel Data

* A lot of progress for Panel Data

* Make functions robust and improve documentation

* Re-enable Breusch-Godfrey

* Add modify functionality

* Improve modify functionality

* Add Breusch-Pagan heteroscedasticity test

* Capitalize a word

* Include documentatin for the Statistics Menu

* Update _index.md

* Update _index.md

* Update _index.md

* Fix export statements and add Example datasets

* Update example with Longley's dataset

* Update documentation with a legit source

* Compare the results from each regression models based on the wage_panel dataset

* Updated with all relevant types of regression tables

* Update with all relevant regression types for Panel data

* Update _index.md

* Add change column type, improve OLS, add time and entity effects for FE

* Update documentation and fix a small bug

* Add in Statistics menu, replacing Custom menu

* Remove custom menu

* Add in documentation

* Add in gst files

* Cointegration can be used on any amount of columns

* Add Tests

* Make tests time invariant

* Update Poetry and Requirements

* Change name of Statistics menu to Econometrics menu

* Rename scripts

* Add type in Documentation

* Change names from Statistics to Econometrics

* Add graph

* Update tests with rounding and naming

* Make minor adjustments to fix the tests

* Updating tests : allow extra args for capture

* Apply recorder formatting

* Adding some minor formatting

* Fix error with MyPy

* Attempt to fix MyPy annoyance

* super small style things

* Fix small bugs and add plot command to dwat

* Small description mistake

* Update documentation with missing argument

* Update styling

* Add error handling and add improve show functionality

* Fix merge issue

* Allow import from custom_imports

Co-authored-by: Jeroen Bouma <jeroenbouma@MacBook-Pro-van-Jeroen.local>
Co-authored-by: jmaslek <jmaslek11@gmail.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>

scripts/test_econometrics_panel.gst

@@ -0,0 +1,30 @@
+econometrics
+load wage_panel wp
+options
+options wp
+show wp
+index wp nr year
+clean wp -f cfill
+clean wp -d rdrop
+type
+type year-wp category
+desc wp
+modify -a dummy_married_educ-wp married-wp * educ-wp
+modify -d married-wp
+load wage_panel wp2
+index wp2 nr year
+modify -c wp married-wp2
+modify -r wp married_wp2 married
+remove wp2
+panel lwage-wp black-wp hisp-wp exper-wp expersq-wp married-wp educ-wp union-wp year-wp
+panel lwage-wp black-wp hisp-wp exper-wp married-wp educ-wp union-wp -t bols
+panel lwage-wp black-wp hisp-wp exper-wp expersq-wp married-wp educ-wp union-wp year-wp -t re
+panel lwage-wp expersq-wp union-wp married-wp  year-wp -t fe
+panel lwage-wp expersq-wp union-wp married-wp  year-wp -t fe -ee
+panel lwage-wp expersq-wp union-wp married-wp  -t fe -te
+panel lwage-wp expersq-wp union-wp married-wp  -t fe -te -ee
+panel lwage-wp exper-wp expersq-wp union-wp married-wp -t fdols
+dwat -p
+bgod
+granger married-wp educ-wp
+coint black-wp hisp-wp exper-wp expersq-wp married-wp educ-wp union-wp

scripts/test_econometrics_ts.gst

@@ -0,0 +1,26 @@
+econometrics
+load longley ll
+load longley ll2
+options
+options ll
+show ll
+index ll year
+plot pop-ll
+clean ll -f cfill
+clean ll -d rdrop
+type
+type year-ll category
+desc ll
+modify -a emp_ratio-ll totemp-ll div pop-ll
+modify -d totemp-ll
+index ll2 year
+modify -c ll totemp-ll2
+modify -r ll totemp_ll2 totemp
+remove ll2
+ols totemp-ll gnpdefl-ll gnp-ll unemp-ll armed-ll pop-ll year-ll
+norm totemp-ll
+root unemp-ll
+dwat -p
+bgod
+granger gnp-ll pop-ll
+coint totemp-ll gnpdefl-ll gnp-ll unemp-ll armed-ll pop-ll year-ll