OpenBB/gamestonk_terminal/exploratory_data_analysis/README.md

EXPLORATORY DATA ANALYSIS

This menu aims to perform exploratory data analysis on a pre-loaded stock, and the usage of the following commands along with an example will be exploited below.

• summary
  • brief summary statistics
• hist
  • histogram with density plot
• cdf
  • cumulative distribution function
• bwy
  • box and whisker yearly plot
• bwm
  • box and whisker monthly plot
• rolling
  • rolling mean and std deviation
• decompose
  • decomposition in cyclic-trend, season, and residuald
• cusum
  • detects abrupt changes using cumulative sum algorithm
• acf
  • (partial) auto-correlation function differentials

summary

usage: summary

Summary statistics

hist

usage: hist

Plot histogram and density

cdf

usage: cdf

Plot cumulative distribution function

bwy

usage: bwy

Box and Whisker plot yearly

bwm

usage: bwm

Box and Whisker plot monthly

rolling

usage: rolling [-w ROLLING_WINDOW]

Rolling mean and std deviation

• -w : rolling window. Default 100.

decompose

usage: decompose [-m]

Decompose time series as:

• Additive Time Series = Level + CyclicTrend + Residual + Seasonality
• Multiplicative Time Series = Level * CyclicTrend * Residual * Seasonality

• -m : multiplicative model. Default additive.

cusum

usage: cusum [-t THRESHOLD] [-d DRIFT]

Cumulative sum algorithm (CUSUM) to detect abrupt changes in data

• -t : threshold. Default (MAX-min)/40.
• -d : drift. Default (MAX-min)/80.

acf

usage: acf [-l LAGS]

Auto-Correlation and Partial Auto-Correlation Functions for diff and diff diff stock data

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