panel_first_difference
Perform a first-difference estimate for panel data.
obb.econometrics.panel_first_difference(data: Union[list, dict, pd.DataFrame, List[pd.DataFrame], pd.Series, List[pd.Series], numpy.ndarray, Data, List[Data]], y_column: str, x_columns: List[str])
Parameters
- Standard
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | List[Data] | Input dataset. | None | False |
| y_column | str | Target column. | None | False |
| x_columns | List[str] | List of columns to use as exogenous variables. | None | False |
Returns
OBBject with the fit model returned