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86 lines
2.0 KiB
Markdown
Vendored
86 lines
2.0 KiB
Markdown
Vendored
---
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title: bgod
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description: This page provides documentation for bgod and bgod_chart methods of OpenBB.
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The bgod method calculates test statistics for autocorrelation in an OLS model,
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and bgod_chart displays the Breusch-Godfrey autocorrelation test.
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keywords:
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- bgod
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- bgod_chart
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- autocorrelation
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- Breusch-Godfrey Test
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- OLS model
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- statistics
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- data analysis
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- econometrics
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="econometrics.bgod - Reference | OpenBB SDK Docs" />
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import Tabs from '@theme/Tabs';
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import TabItem from '@theme/TabItem';
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<Tabs>
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<TabItem value="model" label="Model" default>
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Calculate test statistics for autocorrelation
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/regression_model.py#L525)]
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```python
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openbb.econometrics.bgod(model: pd.DataFrame, lags: int = 3)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| model | OLS Model | OLS model that has been fit. | None | False |
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| lags | int | The amount of lags. | 3 | True |
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---
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## Returns
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| Type | Description |
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| ---- | ----------- |
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| pd.DataFrame | Test results from the Breusch-Godfrey Test |
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Show Breusch-Godfrey autocorrelation test
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/regression_view.py#L141)]
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```python
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openbb.econometrics.bgod_chart(model: statsmodels.regression.linear_model.RegressionResultsWrapper, lags: int = 3, export: str = "")
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| model | OLS Model | OLS model that has been fit. | None | False |
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| lags | int | The amount of lags included. | 3 | True |
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| export | str | Format to export data | | True |
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---
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## Returns
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This function does not return anything
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---
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</TabItem>
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</Tabs>
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