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100 lines
2.5 KiB
Markdown
Vendored
100 lines
2.5 KiB
Markdown
Vendored
---
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title: dwat
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description: Detailed explanation of Durbin Watson autocorrelation test calculations
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and chart visualisation using OpenBBTerminal's econometrics functions.
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keywords:
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- Docusaurus
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- Econometrics
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- Durbin Watson
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- Autocorrelation
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- Statistical modelling
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- Regression
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- Data visualisation
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="econometrics.dwat - 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 Durbin Watson autocorrelation
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/regression_model.py#L486)]
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```python
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openbb.econometrics.dwat(model: statsmodels.regression.linear_model.RegressionResultsWrapper)
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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 | statsmodels.regression.linear_model.RegressionResultsWrapper | Previously fit statsmodels OLS. | None | False |
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---
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## Returns
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| Type | Description |
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| ---- | ----------- |
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| float | Test statistic of the Durbin Watson test. |
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---
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## Examples
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```python
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from openbb_terminal.sdk import openbb
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df = openbb.econometrics.load("wage_panel")
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Y, X = df["lwage"], df[["exper","educ"]]
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model = openbb.econometrics.ols(Y,X)
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durbin_watson_value = openbb.econometrics.dwat(model)
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```
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```
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0.96
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```
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Show Durbin-Watson autocorrelation tests
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/regression_view.py#L81)]
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```python
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openbb.econometrics.dwat_chart(model: statsmodels.regression.linear_model.RegressionResultsWrapper, dependent_variable: pd.Series, 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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| model | OLS Model | A fit statsmodels OLS model. | None | False |
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| dependent_variable | pd.Series | The dependent variable for plotting | None | False |
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| plot | bool | Whether to plot the residuals | 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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