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Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
Co-authored-by: tehcoderer <me@tehcoderer.com>
2023-09-29 11:49:05 +02:00

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title, description
title description
granger OpenBB SDK Function

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

granger

Calculate granger tests

Source Code: [link]

openbb.econometrics.granger(dependent_series: pd.Series, independent_series: pd.Series, lags: int = 3)

Parameters

Name Type Description Default Optional
dependent_series Series The series you want to test Granger Causality for. None False
independent_series Series The series that you want to test whether it Granger-causes time_series_y None False
lags int The amount of lags for the Granger test. By default, this is set to 3. 3 True

Returns

Type Description
dict Dictionary containing results of Granger test

Show granger tests

Source Code: [link]

openbb.econometrics.granger_chart(dependent_series: pd.Series, independent_series: pd.Series, lags: int = 3, confidence_level: float = 0.05, export: str = "")

Parameters

Name Type Description Default Optional
dependent_series Series The series you want to test Granger Causality for. None False
independent_series Series The series that you want to test whether it Granger-causes dependent_series None False
lags int The amount of lags for the Granger test. By default, this is set to 3. 3 True
confidence_level float The confidence level you wish to use. By default, this is set to 0.05. 0.05 True
export str Format to export data True

Returns

This function does not return anything