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---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
bgod This page provides documentation for bgod and bgod_chart methods of OpenBB. The bgod method calculates test statistics for autocorrelation in an OLS model, and bgod_chart displays the Breusch-Godfrey autocorrelation test.
bgod
bgod_chart
autocorrelation
Breusch-Godfrey Test
OLS model
statistics
data analysis
econometrics

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

Calculate test statistics for autocorrelation

Source Code: [link]

openbb.econometrics.bgod(model: pd.DataFrame, lags: int = 3)

Parameters

Name Type Description Default Optional
model OLS Model OLS model that has been fit. None False
lags int The amount of lags. 3 True

Returns

Type Description
pd.DataFrame Test results from the Breusch-Godfrey Test

Show Breusch-Godfrey autocorrelation test

Source Code: [link]

openbb.econometrics.bgod_chart(model: statsmodels.regression.linear_model.RegressionResultsWrapper, lags: int = 3, export: str = "")

Parameters

Name Type Description Default Optional
model OLS Model OLS model that has been fit. None False
lags int The amount of lags included. 3 True
export str Format to export data True

Returns

This function does not return anything