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1.5 KiB
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title, description
| title | description |
|---|---|
| bgod | OpenBB SDK Function |
import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';
bgod
Calculate test statistics for autocorrelation
Source Code: [link]
openbb.econometrics.bgod(model: pd.DataFrame, lags: int = 3)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| model | OLS Model | OLS model that has been fit. | None | False |
| lags | int | The amount of lags. | 3 | True |
Returns
| Type | Description |
|---|---|
| pd.DataFrame | Test results from the Breusch-Godfrey Test |
Show Breusch-Godfrey autocorrelation test
Source Code: [link]
openbb.econometrics.bgod_chart(model: statsmodels.regression.linear_model.RegressionResultsWrapper, lags: int = 3, export: str = "")
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| model | OLS Model | OLS model that has been fit. | None | False |
| lags | int | The amount of lags included. | 3 | True |
| export | str | Format to export data | True |
Returns
This function does not return anything