OpenBB/gamestonk_terminal/residuals_analysis

RESIDUAL ANALYSIS

This menu aims to perform residual analysis on a pre-loaded stock in order to do statistical modeling, and the usage of the following commands along with an example will be exploited below.

• pick
  • pick one of the model fitting
  • Currently Supported: Naive, ARIMA
• fit
  • show model fit against stock
• res
  • show residuals
• hist
  • histogram and density curve
• qqplot
  • residuals against standard normal curve
• acf
  • (partial) auto-correlation function
• normality
  • normality test (Kurtosis,Skewness,...)
• goodness
  • goodness of fit test (Kolmogorov-Smirnov)
• arch
  • autoregressive conditional heteroscedasticity
• unitroot
  • unit root test / stationarity (ADF, KPSS)
• independence
  • tests independent and identically distributed (BDS)

pick

usage: pick [-m MODEL]

Pick model to fit to stock data. Currently supported: Naive, ARIMA

• -m : model to fit to stock data. Default: None.

fit

usage: fit

Plot model fitting

res

usage: res

Plot residuals

hist

usage: hist

Histogram and density curve

qqplot

usage: qqplot

Qqplot time series against a standard normal curve

acf

usage: acf [-l LAGS]

(partial) auto-correlation function

• -l : maximum lags to display in plots. Default 40.

normality

usage: normality

normality test (Kurtosis,Skewness,...)

goodness

usage: goodness

goodness of fit test (Kolmogorov-Smirnov)

arch

usage: arch

autoregressive conditional heteroscedasticity with Engle's test

unitroot

usage: unitroot

unit root test / stationarity (ADF, KPSS)

independence

usage: independence

tests independent and identically distributed (i.i.d.) time series (BDS)