mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-30 22:11:55 +00:00
1 line
11 KiB
JavaScript
1 line
11 KiB
JavaScript
"use strict";(self.webpackChunkdocs=self.webpackChunkdocs||[]).push([[3617],{3905:(e,t,n)=>{n.d(t,{Zo:()=>p,kt:()=>d});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 l(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 o(e){for(var t=1;t<arguments.length;t++){var n=null!=arguments[t]?arguments[t]:{};t%2?l(Object(n),!0).forEach((function(t){a(e,t,n[t])})):Object.getOwnPropertyDescriptors?Object.defineProperties(e,Object.getOwnPropertyDescriptors(n)):l(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={},l=Object.keys(e);for(r=0;r<l.length;r++)n=l[r],t.indexOf(n)>=0||(a[n]=e[n]);return a}(e,t);if(Object.getOwnPropertySymbols){var l=Object.getOwnPropertySymbols(e);for(r=0;r<l.length;r++)n=l[r],t.indexOf(n)>=0||Object.prototype.propertyIsEnumerable.call(e,n)&&(a[n]=e[n])}return a}var c=r.createContext({}),s=function(e){var t=r.useContext(c),n=t;return e&&(n="function"==typeof e?e(t):o(o({},t),e)),n},p=function(e){var t=s(e.components);return r.createElement(c.Provider,{value:t},e.children)},m={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,l=e.originalType,c=e.parentName,p=i(e,["components","mdxType","originalType","parentName"]),u=s(n),d=a,g=u["".concat(c,".").concat(d)]||u[d]||m[d]||l;return n?r.createElement(g,o(o({ref:t},p),{},{components:n})):r.createElement(g,o({ref:t},p))}));function d(e,t){var n=arguments,a=t&&t.mdxType;if("string"==typeof e||a){var l=n.length,o=new Array(l);o[0]=u;var i={};for(var c in t)hasOwnProperty.call(t,c)&&(i[c]=t[c]);i.originalType=e,i.mdxType="string"==typeof e?e:a,o[1]=i;for(var s=2;s<l;s++)o[s]=n[s];return r.createElement.apply(null,o)}return r.createElement.apply(null,n)}u.displayName="MDXCreateElement"},42288:(e,t,n)=>{n.r(t),n.d(t,{assets:()=>c,contentTitle:()=>o,default:()=>m,frontMatter:()=>l,metadata:()=>i,toc:()=>s});var r=n(87462),a=(n(67294),n(3905));const l={title:"coint",description:"OpenBB Terminal Function"},o="coint",i={unversionedId:"reference/econometrics/coint",id:"reference/econometrics/coint",title:"coint",description:"OpenBB Terminal Function",source:"@site/content/terminal/reference/econometrics/coint.md",sourceDirName:"reference/econometrics",slug:"/reference/econometrics/coint",permalink:"/terminal/reference/econometrics/coint",draft:!1,editUrl:"https://github.com/OpenBB-finance/OpenBBTerminal/edit/main/website/content/terminal/reference/econometrics/coint.md",tags:[],version:"current",frontMatter:{title:"coint",description:"OpenBB Terminal Function"},sidebar:"tutorialSidebar",previous:{title:"clean",permalink:"/terminal/reference/econometrics/clean"},next:{title:"combine",permalink:"/terminal/reference/econometrics/combine"}},c={},s=[{value:"Usage",id:"usage",level:3},{value:"Parameters",id:"parameters",level:2},{value:"Examples",id:"examples",level:2}],p={toc:s};function m(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:"coint"},"coint"),(0,a.kt)("p",null,"Show co-integration between two timeseries"),(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},"coint -t TS [-p] [-s SIGNIFICANT]\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},"ts"),(0,a.kt)("td",{parentName:"tr",align:null},"The time series you wish to test co-integration on. E.g. historical.open,historical2.close."),(0,a.kt)("td",{parentName:"tr",align:null},"None"),(0,a.kt)("td",{parentName:"tr",align:null},"False"),(0,a.kt)("td",{parentName:"tr",align:null},"None")),(0,a.kt)("tr",{parentName:"tbody"},(0,a.kt)("td",{parentName:"tr",align:null},"plot"),(0,a.kt)("td",{parentName:"tr",align:null},"Plot Z-Values"),(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)("tr",{parentName:"tbody"},(0,a.kt)("td",{parentName:"tr",align:null},"significant"),(0,a.kt)("td",{parentName:"tr",align:null},"Show only companies that have p-values lower than this percentage"),(0,a.kt)("td",{parentName:"tr",align:null},"0"),(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, 06:03 (\ud83e\udd8b) /econometrics/ $ coint msft.adj_close,aapl.adj_close,tsla.adj_close,googl.adj_close -p\n Cointegration Tests\n\u250f\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2533\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2533\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2533\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2533\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2533\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2513\n\u2503 Pairs \u2503 Constant \u2503 Gamma \u2503 Alpha \u2503 Dickey-Fuller \u2503 P Value \u2503\n\u2521\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2547\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2547\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2547\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2547\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2547\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2529\n\u2502 adj_close-msft/adj_close-aapl \u2502 46.62 \u2502 1.58 \u2502 0.00 \u2502 -1.86 \u2502 0.35 \u2502\n\u251c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2524\n\u2502 adj_close-msft/adj_close-tsla \u2502 130.28 \u2502 0.18 \u2502 -0.01 \u2502 -2.82 \u2502 0.06 \u2502\n\u251c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2524\n\u2502 adj_close-msft/adj_close-googl \u2502 21.38 \u2502 0.10 \u2502 -0.01 \u2502 -2.51 \u2502 0.11 \u2502\n\u251c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2524\n\u2502 adj_close-aapl/adj_close-tsla \u2502 53.92 \u2502 0.11 \u2502 -0.01 \u2502 -2.94 \u2502 0.04 \u2502\n\u251c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2524\n\u2502 adj_close-aapl/adj_close-googl \u2502 -7.83 \u2502 0.06 \u2502 -0.00 \u2502 -1.62 \u2502 0.47 \u2502\n\u251c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2524\n\u2502 adj_close-tsla/adj_close-googl \u2502 -505.14 \u2502 0.51 \u2502 -0.01 \u2502 -2.28 \u2502 0.18 \u2502\n\u2514\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2534\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2534\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2534\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2534\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2534\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2518\n")),(0,a.kt)("p",null,(0,a.kt)("img",{parentName:"p",src:"https://user-images.githubusercontent.com/46355364/155514964-dd75cf17-91ae-4326-96e8-45d9a2c7b24a.png",alt:"error_terms_cointegrations"})),(0,a.kt)("hr",null))}m.isMDXComponent=!0}}]); |