mirror of
https://github.com/OpenBB-finance/OpenBB.git
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8e21b340e0
* Add `vif` command to the ecomometrics menu Adds `vif` command, which tests collinearity by calculating the variance inflation factor. * Fix spelling * Fix ruff * Fix ruff * Fix mypy + add sdk example * Fix mypy * Fix pylint * Fix input + error handling * Remove rouge print + error handling for one column * fix linting
67 lines
1.4 KiB
Plaintext
Vendored
67 lines
1.4 KiB
Plaintext
Vendored
econometrics
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## Exploration
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load nile
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ret -v nile.volume
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garch -v nile.volume_returns
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desc nile
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load nile -a nile_2
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eval double_volume = volume * 2
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lag -v custom.double -l 5
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combine nile -c nile_2.volume
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load -f 20221008_221605_dataset.xlsx
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rename -d 20221008_221605_dataset -o population -n pop
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load -e
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load -f wage_panel -a wp
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corr -d wp
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season wp.hours
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add -n wp.after_1990 -b wp.year -s > -c 1990
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add -n wp.after_1985 -b wp.year -s > -c 1985
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show -n wp -s year -l 20
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plot -v wp.nr,wp.exper,wp.hours
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index -n wp -i nr,year -a
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type
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type wp.year --format category
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desc -n wp.expersq
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clean wp --fill cfill
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clean wp -d rdrop
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delete -d wp.black
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## Tests
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load fair
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root fair.yrs_married
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## Load custom datasets - this can only be tested locally for now
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## load -f 20221031_095631_AAPL.xlsx -a aapl
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## load -f 20221031_095653_TSLA.xlsx -a tsla
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## load -f 20221031_095706_MSFT.xlsx -a msft
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## coint msft.adj_close,aapl.adj_close,tsla.adj_close
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## norm tsla.adj_close -p
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## norm msft.volume -p
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load strikes
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granger strikes.duration,strikes.iprod
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## Regression
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panel -d wp.lwage -i wp.black,wp.hisp,wp.exper,wp.expersq,wp.married,wp.educ,wp.union,wp.year
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panel -d wp.lwage -i wp.black,wp.hisp,wp.exper,wp.married,wp.educ,wp.union -r bols
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load longley -a ll
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ols -d ll.totemp -i ll.gnpdefl,ll.gnp,ll.unemp,ll.armed,ll.pop,ll.year
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vif ll.totemp,ll.unemp,ll.armed
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## Regression Tests
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dwat -p
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bgod -l 2
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bpag
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remove -n fair
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help
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reset
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exit
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