granger
- Model
- Chart
Calculate granger tests
Source Code: [link]
openbb.econometrics.granger(dependent_series: pd.Series, independent_series: pd.Series, lags: int = 3)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| dependent_series | Series | The series you want to test Granger Causality for. | None | False |
| independent_series | Series | The series that you want to test whether it Granger-causes time_series_y | None | False |
| lags | int | The amount of lags for the Granger test. By default, this is set to 3. | 3 | True |
Returns
| Type | Description |
|---|---|
| dict | Dictionary containing results of Granger test |
Show granger tests
Source Code: [link]
openbb.econometrics.granger_chart(dependent_series: pd.Series, independent_series: pd.Series, lags: int = 3, confidence_level: float = 0.05, export: str = "")
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| dependent_series | Series | The series you want to test Granger Causality for. | None | False |
| independent_series | Series | The series that you want to test whether it Granger-causes dependent_series | None | False |
| lags | int | The amount of lags for the Granger test. By default, this is set to 3. | 3 | True |
| confidence_level | float | The confidence level you wish to use. By default, this is set to 0.05. | 0.05 | True |
| export | str | Format to export data | True |
Returns
This function does not return anything