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OpenBB/website/content/sdk/reference/econometrics/coint.md
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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
coint This page is dedicated to the `coint` functionality of OpenBB Terminal. Users can calculate cointegration tests between variable number of input series, and get the results back as a Dataframe or a dictionary. This page provides the source code and detailed description of parameters specific to the function.
cointegration tests
coint
data analysis
pd.Series
dataframe
Dict
openbb.econometrics.coint
openbb.econometrics.coint_chart
parameters description

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

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

Calculate cointegration tests between variable number of input series

Source Code: [link]

openbb.econometrics.coint(datasets: pd.Series, return_z: bool = False)

Parameters

Name Type Description Default Optional
datasets pd.Series Input series to test cointegration for None False
return_z bool Flag to return the z data to plot False True

Returns

Type Description
Union[pd.DataFrame,Dict] Dataframe with results of cointegration tests or a Dict of the z results

Estimates long-run and short-run cointegration relationship for series y and x and apply

Source Code: [link]

openbb.econometrics.coint_chart(datasets: pd.Series, significant: bool = False, plot: bool = True, export: str = "", external_axes: Optional[List[axes]] = None)

Parameters

Name Type Description Default Optional
datasets pd.Series Variable number of series to test for cointegration None False
significant float Show only companies that have p-values lower than this percentage False True
plot bool Whether you wish to plot the z-values of all pairs. True True
export str Format to export data True
external_axes Optional[List[plt.axes]] External axes to plot on None True

Returns

This function does not return anything