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86 lines
2.4 KiB
Markdown
Vendored
86 lines
2.4 KiB
Markdown
Vendored
---
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title: granger
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description: Documentation about Granger test functions to calculate and visualize
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Econometrics models in OpenBB terminal. Covers usage, parameters and return types.
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keywords:
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- Granger test
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- Econometrics
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- OpenBB terminal
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- Source code
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- Function parameters
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- function return
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="econometrics.granger - 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 granger tests
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/econometrics_model.py#L210)]
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```python
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openbb.econometrics.granger(dependent_series: pd.Series, independent_series: pd.Series, 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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| dependent_series | Series | The series you want to test Granger Causality for. | None | False |
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| independent_series | Series | The series that you want to test whether it Granger-causes time_series_y | None | False |
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| lags | int | The amount of lags for the Granger test. By default, this is set to 3. | 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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| dict | Dictionary containing results of Granger test |
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Show granger tests
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/econometrics_view.py#L247)]
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```python
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openbb.econometrics.granger_chart(dependent_series: pd.Series, independent_series: pd.Series, lags: int = 3, confidence_level: float = 0.05, 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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| dependent_series | Series | The series you want to test Granger Causality for. | None | False |
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| independent_series | Series | The series that you want to test whether it Granger-causes dependent_series | None | False |
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| lags | int | The amount of lags for the Granger test. By default, this is set to 3. | 3 | True |
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| confidence_level | float | The confidence level you wish to use. By default, this is set to 0.05. | 0.05 | 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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