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65 lines
4.0 KiB
Markdown
Vendored
65 lines
4.0 KiB
Markdown
Vendored
---
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title: coint
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description: The Coint page provides users with an explanation and guideline on how
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to show co-integration between two timeseries. It includes parameter descriptions,
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usage, and examples.
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keywords:
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- coint
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- co-integration
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- timeseries
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- plot
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- significant
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- parameters
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- examples
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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 Terminal Docs" />
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Show co-integration between two timeseries
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### Usage
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```python
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coint -t TS [-p] [-s SIGNIFICANT]
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```
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---
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## Parameters
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| Name | Description | Default | Optional | Choices |
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| ---- | ----------- | ------- | -------- | ------- |
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| ts | The time series you wish to test co-integration on. E.g. historical.open,historical2.close. | None | False | None |
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| plot | Plot Z-Values | False | True | None |
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| significant | Show only companies that have p-values lower than this percentage | 0 | True | None |
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---
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## Examples
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```python
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2022 Feb 24, 06:03 (🦋) /econometrics/ $ coint msft.adj_close,aapl.adj_close,tsla.adj_close,googl.adj_close -p
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Cointegration Tests
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┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━┓
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┃ Pairs ┃ Constant ┃ Gamma ┃ Alpha ┃ Dickey-Fuller ┃ P Value ┃
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┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━╇━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━━┩
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│ adj_close-msft/adj_close-aapl │ 46.62 │ 1.58 │ 0.00 │ -1.86 │ 0.35 │
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├────────────────────────────────┼──────────┼───────┼───────┼───────────────┼─────────┤
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│ adj_close-msft/adj_close-tsla │ 130.28 │ 0.18 │ -0.01 │ -2.82 │ 0.06 │
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├────────────────────────────────┼──────────┼───────┼───────┼───────────────┼─────────┤
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│ adj_close-msft/adj_close-googl │ 21.38 │ 0.10 │ -0.01 │ -2.51 │ 0.11 │
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├────────────────────────────────┼──────────┼───────┼───────┼───────────────┼─────────┤
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│ adj_close-aapl/adj_close-tsla │ 53.92 │ 0.11 │ -0.01 │ -2.94 │ 0.04 │
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├────────────────────────────────┼──────────┼───────┼───────┼───────────────┼─────────┤
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│ adj_close-aapl/adj_close-googl │ -7.83 │ 0.06 │ -0.00 │ -1.62 │ 0.47 │
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├────────────────────────────────┼──────────┼───────┼───────┼───────────────┼─────────┤
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│ adj_close-tsla/adj_close-googl │ -505.14 │ 0.51 │ -0.01 │ -2.28 │ 0.18 │
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└────────────────────────────────┴──────────┴───────┴───────┴───────────────┴─────────┘
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```
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---
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