OpenBB/_index.md at 4e9b9ab8677740887a3c4291430e968c433a05bb

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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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usage: load [-f FILE [FILE ...]] [-h]

Modify a dataset by adding, removing or renaming columns. This also has the possibility to combine DataFrames together.

--add can be used to create new columns for your dataset. It can use any operator and allows for creating specific dummy variables or ratios. For example: modify -a debt_ratio-dataset debt-dataset div assets-dataset2 will create a new column with the name 'debt_ratio' which is the 'debt' column divided by the 'assets' column.

--delete allows you to remove any column from your dataset. For example modify -d debt-thesis assets-thesis

--combine makes it possible to add a column to a different dataset. For example: modify -c stock_prices close-tsla close-aapl close-googl

--rename changes the name of a column of a dataset. For example: modify -r fundamentals debt_copy debt

optional arguments:
  -a ADD ADD ADD ADD, --add ADD ADD ADD ADD
                        Add columns to your dataframe with the option to use formulas. Use format: <column>-<dataset> <column-dataset> <sign> <criteria or column-dataset>. Two examples: high_revenue-thesis revenue-thesis > 1000 or
                        debt_ratio-dataset debt-dataset div assets-dataset2 (default: None)
  -d DELETE [DELETE ...], --delete DELETE [DELETE ...]
                        The columns you want to delete from a dataset. Use format: <column-dataset>. (default: None)
  -c COMBINE [COMBINE ...], --combine COMBINE [COMBINE ...]
                        The columns you want to add to a dataset, the first argument is the dataset that you wish to place these columns in. Use format: <dataset> <column-dataset2> <column-<dataset3> (default: None)
  -r RENAME RENAME RENAME, --rename RENAME RENAME RENAME
                        The columns you want to rename from a dataset. Use format: dataset OLD_COLUMN NEW_COLUMN (default: None)
  -h, --help            show this help message (default: False)

Example:

2022 Feb 24, 05:01 (✨) /econometrics/ $ show thesis
                                                                                            thesis                                                                                            
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┓
┃                                                                   ┃ current_assets ┃ assets   ┃ debt     ┃ depr_amor ┃ income ┃ current_liabilities ┃ revenue ┃ equity  ┃ interest_expense ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━╇━━━━━━━━━━╇━━━━━━━━━━╇━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━━━━━┩
│ ('AAR Corp', Timestamp('2016-01-01 00:00:00'))                    │ 970.70         │ 1522.00  │ 160.00   │ 18.50     │ 9.90   │ 359.70              │ 412.10  │ 858.30  │ 1.70             │
├───────────────────────────────────────────────────────────────────┼────────────────┼──────────┼──────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┤
│ ('AAR Corp', Timestamp('2016-04-01 00:00:00'))                    │ 873.10         │ 1442.10  │ 136.10   │ 17.80     │ 11.80  │ 329.00              │ 468.60  │ 865.80  │ 1.20             │
├───────────────────────────────────────────────────────────────────┼────────────────┼──────────┼──────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┤
│ ('AAR Corp', Timestamp('2017-07-01 00:00:00'))                    │ 904.70         │ 1531.70  │ 189.00   │ 10.20     │ 11.00  │ 312.10              │ 397.90  │ 924.70  │ 1.70             │
├───────────────────────────────────────────────────────────────────┼────────────────┼──────────┼──────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┤
│ ('AAR Corp', Timestamp('2017-10-01 00:00:00'))                    │ 892.20         │ 1544.30  │ 215.80   │ 10.60     │ 13.30  │ 336.50              │ 420.60  │ 906.50  │ 1.90             │
├───────────────────────────────────────────────────────────────────┼────────────────┼──────────┼──────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┤
│ ('AAR Corp', Timestamp('2018-01-01 00:00:00'))                    │ 933.60         │ 1512.20  │ 194.30   │ 10.60     │ 31.30  │ 326.60              │ 456.30  │ 915.20  │ 2.20             │
├───────────────────────────────────────────────────────────────────┼────────────────┼──────────┼──────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┤
│ ('AAR Corp', Timestamp('2018-04-01 00:00:00'))                    │ 942.70         │ 1524.70  │ 177.20   │ 9.10      │ 18.10  │ 333.30              │ 473.50  │ 936.30  │ 2.20             │
├───────────────────────────────────────────────────────────────────┼────────────────┼──────────┼──────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┤
│ ('AAR Corp', Timestamp('2018-07-01 00:00:00'))                    │ 982.40         │ 1537.80  │ 209.10   │ 10.10     │ 18.90  │ 315.10              │ 466.30  │ 929.10  │ 2.10             │
├───────────────────────────────────────────────────────────────────┼────────────────┼──────────┼──────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┤
│ ('AAR Corp', Timestamp('2018-10-01 00:00:00'))                    │ 1040.70        │ 1604.20  │ 218.90   │ 10.40     │ 11.20  │ 344.20              │ 493.30  │ 935.60  │ 2.50             │
├───────────────────────────────────────────────────────────────────┼────────────────┼──────────┼──────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┤
│ ('AAR Corp', Timestamp('2019-01-01 00:00:00'))                    │ 993.40         │ 1546.50  │ 177.20   │ 10.80     │ 27.40  │ 359.60              │ 529.50  │ 899.40  │ 2.60             │
├───────────────────────────────────────────────────────────────────┼────────────────┼──────────┼──────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┤
│ ('American Airlines Group Inc', Timestamp('2016-01-01 00:00:00')) │ 10802.00       │ 49909.00 │ 19134.00 │ 423.00    │ 700.00 │ 15277.00            │ 9435.00 │ 4710.00 │ 250.00           │
└───────────────────────────────────────────────────────────────────┴────────────────┴──────────┴──────────┴───────────┴────────┴─────────────────────┴─────────┴─────────┴──────────────────┘

2022 Feb 24, 05:08 (✨) /econometrics/ $ modify -a debt_ratio-thesis debt-thesis div assets-thesis

2022 Feb 24, 05:08 (✨) /econometrics/ $ modify -d debt-thesis assets-thesis

2022 Feb 24, 05:10 (✨) /econometrics/ $ modify -c thesis debt-thesis2

2022 Feb 24, 05:11 (✨) /econometrics/ $ modify -r thesis revenue GAINS

2022 Feb 24, 05:11 (✨) /econometrics/ $ show thesis
                                                                                               thesis                                                                                               
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━┳━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━┳━━━━━━━━━━━━━━┓
┃                                                                   ┃ current_assets ┃ depr_amor ┃ income ┃ current_liabilities ┃ GAINS   ┃ equity  ┃ interest_expense ┃ debt_ratio ┃ debt_thesis2 ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━╇━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━╇━━━━━━━━━━━━━━┩
│ ('AAR Corp', Timestamp('2016-01-01 00:00:00'))                    │ 970.70         │ 18.50     │ 9.90   │ 359.70              │ 412.10  │ 858.30  │ 1.70             │ 0.11       │ 160.00       │
├───────────────────────────────────────────────────────────────────┼────────────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┼────────────┼──────────────┤
│ ('AAR Corp', Timestamp('2016-04-01 00:00:00'))                    │ 873.10         │ 17.80     │ 11.80  │ 329.00              │ 468.60  │ 865.80  │ 1.20             │ 0.09       │ 136.10       │
├───────────────────────────────────────────────────────────────────┼────────────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┼────────────┼──────────────┤
│ ('AAR Corp', Timestamp('2017-07-01 00:00:00'))                    │ 904.70         │ 10.20     │ 11.00  │ 312.10              │ 397.90  │ 924.70  │ 1.70             │ 0.12       │ 189.00       │
├───────────────────────────────────────────────────────────────────┼────────────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┼────────────┼──────────────┤
│ ('AAR Corp', Timestamp('2017-10-01 00:00:00'))                    │ 892.20         │ 10.60     │ 13.30  │ 336.50              │ 420.60  │ 906.50  │ 1.90             │ 0.14       │ 215.80       │
├───────────────────────────────────────────────────────────────────┼────────────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┼────────────┼──────────────┤
│ ('AAR Corp', Timestamp('2018-01-01 00:00:00'))                    │ 933.60         │ 10.60     │ 31.30  │ 326.60              │ 456.30  │ 915.20  │ 2.20             │ 0.13       │ 194.30       │
├───────────────────────────────────────────────────────────────────┼────────────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┼────────────┼──────────────┤
│ ('AAR Corp', Timestamp('2018-04-01 00:00:00'))                    │ 942.70         │ 9.10      │ 18.10  │ 333.30              │ 473.50  │ 936.30  │ 2.20             │ 0.12       │ 177.20       │
├───────────────────────────────────────────────────────────────────┼────────────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┼────────────┼──────────────┤
│ ('AAR Corp', Timestamp('2018-07-01 00:00:00'))                    │ 982.40         │ 10.10     │ 18.90  │ 315.10              │ 466.30  │ 929.10  │ 2.10             │ 0.14       │ 209.10       │
├───────────────────────────────────────────────────────────────────┼────────────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┼────────────┼──────────────┤
│ ('AAR Corp', Timestamp('2018-10-01 00:00:00'))                    │ 1040.70        │ 10.40     │ 11.20  │ 344.20              │ 493.30  │ 935.60  │ 2.50             │ 0.14       │ 218.90       │
├───────────────────────────────────────────────────────────────────┼────────────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┼────────────┼──────────────┤
│ ('AAR Corp', Timestamp('2019-01-01 00:00:00'))                    │ 993.40         │ 10.80     │ 27.40  │ 359.60              │ 529.50  │ 899.40  │ 2.60             │ 0.11       │ 177.20       │
├───────────────────────────────────────────────────────────────────┼────────────────┼───────────┼────────┼─────────────────────┼─────────┼─────────┼──────────────────┼────────────┼──────────────┤
│ ('American Airlines Group Inc', Timestamp('2016-01-01 00:00:00')) │ 10802.00       │ 423.00    │ 700.00 │ 15277.00            │ 9435.00 │ 4710.00 │ 250.00           │ 0.38       │ 19134.00     │
└───────────────────────────────────────────────────────────────────┴────────────────┴───────────┴────────┴─────────────────────┴─────────┴─────────┴──────────────────┴────────────┴──────────────┘

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