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OpenBB/website/content/econometrics/_index.md
Jeroen Bouma f2ca215132 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>
2022-03-04 21:44:59 +01:00

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The Econometrics menu's purpose is to provide the user the ability to perform statistical research on custom datasets. The menu allows the user to load in his/her own dataset(s), modify the data by (for example) adding columns or setting indices, apply statistical tests (e.g. Breusch-Godfrey autocorrelation tests) as well as OLS regressions and Panel regressions (e.g. Random Effects and Fixed Effects)

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