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OpenBB/gamestonk_terminal/exploratory_data_analysis
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DidierRLopes b3d9ef479c Improve menu UX (#532) 
* Improve bt menu

* minor typo

* improve ba menu

* improve brokers menu

* improve CA menu

* improve crypto menu

* improve disc menu

* improve dd menu

* improve econ menu

* improve etf menu

* improve EDA menu

* improve fx menu

* improve FA menu

* improve gov menu

* improve op menu

* improve mill menu

* improve pa menu

* improve pred menu

* improve res menu

* improve ra menu

* improve rc menu

* improve scr menu

* improve po menu

* improve ta menu

* improve main terminal menu
2021-07-05 09:17:24 +01:00
..
eda_api.py
Bug fixes and code improvements (#519)
2021-06-27 10:26:11 +01:00
eda_controller.py
Improve menu UX (#532)
2021-07-05 09:17:24 +01:00
README.md
change acf lags default from 20 to 40
2021-03-27 20:08:41 +00:00

README.md

EXPLORATORY DATA ANALYSIS

This menu aims to perform exploratory data analysis on a pre-loaded stock, and the usage of the following commands along with an example will be exploited below.

  • summary
    • brief summary statistics
  • hist
    • histogram with density plot
  • cdf
    • cumulative distribution function
  • bwy
    • box and whisker yearly plot
  • bwm
    • box and whisker monthly plot
  • rolling
    • rolling mean and std deviation
  • decompose
    • decomposition in cyclic-trend, season, and residuald
  • cusum
    • detects abrupt changes using cumulative sum algorithm
  • acf
    • (partial) auto-correlation function differentials

summary 

usage: summary

Summary statistics

summary

hist 

usage: hist

Plot histogram and density

hist

cdf 

usage: cdf

Plot cumulative distribution function

cdf

bwy 

usage: bwy

Box and Whisker plot yearly

bwy

bwm 

usage: bwm

Box and Whisker plot monthly

bwm

rolling 

usage: rolling [-w ROLLING_WINDOW]

Rolling mean and std deviation

  • -w : rolling window. Default 100.

rolling

decompose 

usage: decompose [-m]

Decompose time series as:

  • Additive Time Series = Level + CyclicTrend + Residual + Seasonality
  • Multiplicative Time Series = Level * CyclicTrend * Residual * Seasonality
  • -m : multiplicative model. Default additive.

decompose

Captura de ecrã 2021-03-27, às 17 32 05

cusum 

usage: cusum [-t THRESHOLD] [-d DRIFT]

Cumulative sum algorithm (CUSUM) to detect abrupt changes in data

  • -t : threshold. Default (MAX-min)/40.
  • -d : drift. Default (MAX-min)/80.

cusum

acf 

usage: acf [-l LAGS]

Auto-Correlation and Partial Auto-Correlation Functions for diff and diff diff stock data

  • -l : maximum lags to display in plots. Default 40.

acf