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90 lines
2.6 KiB
Markdown
Vendored
90 lines
2.6 KiB
Markdown
Vendored
---
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title: coint
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description: This page is dedicated to the `coint` functionality of OpenBB Terminal.
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Users can calculate cointegration tests between variable number of input series,
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and get the results back as a Dataframe or a dictionary. This page provides the
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source code and detailed description of parameters specific to the function.
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keywords:
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- cointegration tests
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- coint
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- data analysis
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- pd.Series
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- dataframe
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- Dict
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- openbb.econometrics.coint
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- openbb.econometrics.coint_chart
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- parameters description
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="econometrics.coint - 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 cointegration tests between variable number of input series
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/econometrics_model.py#L249)]
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```python
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openbb.econometrics.coint(datasets: pd.Series, return_z: bool = False)
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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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| datasets | pd.Series | Input series to test cointegration for | None | False |
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| return_z | bool | Flag to return the z data to plot | False | True |
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---
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## Returns
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| Type | Description |
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| ---- | ----------- |
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| Union[pd.DataFrame,Dict] | Dataframe with results of cointegration tests or a Dict of the z results |
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Estimates long-run and short-run cointegration relationship for series y and x and apply
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/econometrics_view.py#L314)]
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```python
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openbb.econometrics.coint_chart(datasets: pd.Series, significant: bool = False, plot: bool = True, export: str = "", external_axes: Optional[List[axes]] = None)
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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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| datasets | pd.Series | Variable number of series to test for cointegration | None | False |
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| significant | float | Show only companies that have p-values lower than this percentage | False | True |
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| plot | bool | Whether you wish to plot the z-values of all pairs. | True | True |
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| export | str | Format to export data | | True |
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| external_axes | Optional[List[plt.axes]] | External axes to plot on | None | 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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