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Co-authored-by: tehcoderer <tehcoderer@users.noreply.github.com>
Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
Co-authored-by: Chavithra <Chavithra@users.noreply.github.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: jose-donato <jose-donato@users.noreply.github.com>
2022-11-25 17:19:08 -05:00

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title, description
title description
dwat OpenBB SDK Function

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

dwat

Calculate test statistics for Durbin Watson autocorrelation

Source Code: [link]

openbb.econometrics.dwat(model: statsmodels.regression.linear_model.RegressionResultsWrapper)

Parameters

Name Type Description Default Optional
model statsmodels.regression.linear_model.RegressionResultsWrapper Previously fit statsmodels OLS. None False

Returns

Type Description
float Test statistic of the Durbin Watson test.

Examples

from openbb_terminal.sdk import openbb
df = openbb.econometrics.load("wage_panel")
Y, X = df["lwage"], df[["exper","educ"]]
model = openbb.econometrics.ols(Y,X)
durbin_watson_value = openbb.econometrics.dwat(model)

0.96

Show Durbin-Watson autocorrelation tests

Source Code: [link]

openbb.econometrics.dwat_chart(model: statsmodels.regression.linear_model.RegressionResultsWrapper, dependent_variable: pd.Series, plot: bool = True, export: str = "", external_axes: Optional[List[axes]] = None)

Parameters

Name Type Description Default Optional
model OLS Model A fit statsmodels OLS model. None False
dependent_variable pd.Series The dependent variable for plotting None False
plot bool Whether to plot the residuals True True
export str Format to export data True
external_axes Optional[List[plt.axes]] External axes to plot on None True

Returns

This function does not return anything