bpag
- Model
- Chart
Calculate test statistics for heteroscedasticity
Source Code: [link]
openbb.econometrics.bpag(model: statsmodels.regression.linear_model.RegressionResultsWrapper)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| model | OLS Model | Model containing residual values. | None | False |
Returns
| Type | Description |
|---|---|
| pd.DataFrame | Test results from the Breusch-Pagan Test |
Show Breusch-Pagan heteroscedasticity test
Source Code: [link]
openbb.econometrics.bpag_chart(model: statsmodels.regression.linear_model.RegressionResultsWrapper, export: str = "")
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| model | OLS Model | OLS model that has been fit. | None | False |
| export | str | Format to export data | True |
Returns
This function does not return anything