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OpenBB/assets/js/88f2dde0.549abd63.js
github-actions[bot] c8e14f3cc6 deploy: 917b2bb44c
2022-12-15 21:02:29 +00:00

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"use strict";(self.webpackChunkdocs=self.webpackChunkdocs||[]).push([[8928],{3905:(e,t,n)=>{n.d(t,{Zo:()=>p,kt:()=>m});var r=n(67294);function a(e,t,n){return t in e?Object.defineProperty(e,t,{value:n,enumerable:!0,configurable:!0,writable:!0}):e[t]=n,e}function o(e,t){var n=Object.keys(e);if(Object.getOwnPropertySymbols){var r=Object.getOwnPropertySymbols(e);t&&(r=r.filter((function(t){return Object.getOwnPropertyDescriptor(e,t).enumerable}))),n.push.apply(n,r)}return n}function l(e){for(var t=1;t<arguments.length;t++){var n=null!=arguments[t]?arguments[t]:{};t%2?o(Object(n),!0).forEach((function(t){a(e,t,n[t])})):Object.getOwnPropertyDescriptors?Object.defineProperties(e,Object.getOwnPropertyDescriptors(n)):o(Object(n)).forEach((function(t){Object.defineProperty(e,t,Object.getOwnPropertyDescriptor(n,t))}))}return e}function i(e,t){if(null==e)return{};var n,r,a=function(e,t){if(null==e)return{};var n,r,a={},o=Object.keys(e);for(r=0;r<o.length;r++)n=o[r],t.indexOf(n)>=0||(a[n]=e[n]);return a}(e,t);if(Object.getOwnPropertySymbols){var o=Object.getOwnPropertySymbols(e);for(r=0;r<o.length;r++)n=o[r],t.indexOf(n)>=0||Object.prototype.propertyIsEnumerable.call(e,n)&&(a[n]=e[n])}return a}var s=r.createContext({}),c=function(e){var t=r.useContext(s),n=t;return e&&(n="function"==typeof e?e(t):l(l({},t),e)),n},p=function(e){var t=c(e.components);return r.createElement(s.Provider,{value:t},e.children)},d={inlineCode:"code",wrapper:function(e){var t=e.children;return r.createElement(r.Fragment,{},t)}},u=r.forwardRef((function(e,t){var n=e.components,a=e.mdxType,o=e.originalType,s=e.parentName,p=i(e,["components","mdxType","originalType","parentName"]),u=c(n),m=a,f=u["".concat(s,".").concat(m)]||u[m]||d[m]||o;return n?r.createElement(f,l(l({ref:t},p),{},{components:n})):r.createElement(f,l({ref:t},p))}));function m(e,t){var n=arguments,a=t&&t.mdxType;if("string"==typeof e||a){var o=n.length,l=new Array(o);l[0]=u;var i={};for(var s in t)hasOwnProperty.call(t,s)&&(i[s]=t[s]);i.originalType=e,i.mdxType="string"==typeof e?e:a,l[1]=i;for(var c=2;c<o;c++)l[c]=n[c];return r.createElement.apply(null,l)}return r.createElement.apply(null,n)}u.displayName="MDXCreateElement"},30653:(e,t,n)=>{n.r(t),n.d(t,{assets:()=>s,contentTitle:()=>l,default:()=>d,frontMatter:()=>o,metadata:()=>i,toc:()=>c});var r=n(87462),a=(n(67294),n(3905));const o={title:"dwat",description:"OpenBB Terminal Function"},l="dwat",i={unversionedId:"reference/econometrics/dwat",id:"reference/econometrics/dwat",title:"dwat",description:"OpenBB Terminal Function",source:"@site/content/terminal/reference/econometrics/dwat.md",sourceDirName:"reference/econometrics",slug:"/reference/econometrics/dwat",permalink:"/terminal/reference/econometrics/dwat",draft:!1,editUrl:"https://github.com/OpenBB-finance/OpenBBTerminal/edit/main/website/content/terminal/reference/econometrics/dwat.md",tags:[],version:"current",frontMatter:{title:"dwat",description:"OpenBB Terminal Function"},sidebar:"tutorialSidebar",previous:{title:"desc",permalink:"/terminal/reference/econometrics/desc"},next:{title:"export",permalink:"/terminal/reference/econometrics/export"}},s={},c=[{value:"Usage",id:"usage",level:3},{value:"Parameters",id:"parameters",level:2},{value:"Examples",id:"examples",level:2}],p={toc:c};function d(e){let{components:t,...n}=e;return(0,a.kt)("wrapper",(0,r.Z)({},p,n,{components:t,mdxType:"MDXLayout"}),(0,a.kt)("h1",{id:"dwat"},"dwat"),(0,a.kt)("p",null,"Show autocorrelation tests from Durbin-Watson. Needs OLS to be run in advance with independent and dependent variables"),(0,a.kt)("h3",{id:"usage"},"Usage"),(0,a.kt)("pre",null,(0,a.kt)("code",{parentName:"pre",className:"language-python",metastring:"wordwrap",wordwrap:!0},"dwat [-p]\n")),(0,a.kt)("hr",null),(0,a.kt)("h2",{id:"parameters"},"Parameters"),(0,a.kt)("table",null,(0,a.kt)("thead",{parentName:"table"},(0,a.kt)("tr",{parentName:"thead"},(0,a.kt)("th",{parentName:"tr",align:null},"Name"),(0,a.kt)("th",{parentName:"tr",align:null},"Description"),(0,a.kt)("th",{parentName:"tr",align:null},"Default"),(0,a.kt)("th",{parentName:"tr",align:null},"Optional"),(0,a.kt)("th",{parentName:"tr",align:null},"Choices"))),(0,a.kt)("tbody",{parentName:"table"},(0,a.kt)("tr",{parentName:"tbody"},(0,a.kt)("td",{parentName:"tr",align:null},"plot"),(0,a.kt)("td",{parentName:"tr",align:null},"Plot the residuals"),(0,a.kt)("td",{parentName:"tr",align:null},"False"),(0,a.kt)("td",{parentName:"tr",align:null},"True"),(0,a.kt)("td",{parentName:"tr",align:null},"None")))),(0,a.kt)("hr",null),(0,a.kt)("h2",{id:"examples"},"Examples"),(0,a.kt)("pre",null,(0,a.kt)("code",{parentName:"pre",className:"language-python"},"2022 Feb 24, 05:59 (\ud83e\udd8b) /econometrics/ $ ols -d adj_close-msft -i adj_close-aapl -i adj_close-googl -i adj_close-tsla\n OLS Regression Results\n==============================================================================\nDep. Variable: adj_close_msft R-squared: 0.977\nModel: OLS Adj. R-squared: 0.977\nMethod: Least Squares F-statistic: 1.068e+04\nDate: Thu, 24 Feb 2022 Prob (F-statistic): 0.00\nTime: 12:00:01 Log-Likelihood: -2830.6\nNo. Observations: 759 AIC: 5669.\nDf Residuals: 755 BIC: 5688.\nDf Model: 3\nCovariance Type: nonrobust\n===================================================================================\n coef std err t P|t| [0.025 0.975]\n-----------------------------------------------------------------------------------\nIntercept 27.7984 2.166 12.832 0.000 23.546 32.051\nadj_close_aapl 0.8662 0.034 25.503 0.000 0.800 0.933\nadj_close_googl 0.0508 0.002 30.374 0.000 0.048 0.054\nadj_close_tsla -0.0007 0.004 -0.181 0.856 -0.009 0.007\n==============================================================================\nOmnibus: 41.445 Durbin-Watson: 0.044\nProb(Omnibus): 0.000 Jarque-Bera (JB): 47.398\nSkew: 0.612 Prob(JB): 5.10e-11\nKurtosis: 2.995 Cond. 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