mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-11-03 07:51:49 +00:00
2e7eb4c9b6
* fix(docs): added margin between sections * feat: removed unused files; updated ga * fix: juan stuff doesnt work * fix: random fix * moon at noon * fix: update docusaurus config * Update controller_doc_classes.py * fix: temp fix * fix: temp fix * Update controller_doc_classes.py * fix: remove old content * fix: taggfix * init * fix: styling and moved file * Update generate_terminal_markdown.py * fix: removed unused images * fix: port new files * Update generate_sdk_markdown.py * Update controller_doc_classes.py Co-authored-by: teh_coderer <me@tehcoderer.com>
79 lines
2.1 KiB
Markdown
Vendored
79 lines
2.1 KiB
Markdown
Vendored
---
|
|
title: granger
|
|
description: OpenBB SDK Function
|
|
---
|
|
|
|
import Tabs from '@theme/Tabs';
|
|
import TabItem from '@theme/TabItem';
|
|
|
|
# granger
|
|
|
|
<Tabs>
|
|
<TabItem value="model" label="Model" default>
|
|
|
|
Calculate granger tests
|
|
|
|
Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/econometrics_model.py#L210)]
|
|
|
|
```python
|
|
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 |
|
|
---
|
|
|
|
|
|
|
|
</TabItem>
|
|
<TabItem value="view" label="Chart">
|
|
|
|
Show granger tests
|
|
|
|
Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/econometrics_view.py#L247)]
|
|
|
|
```python
|
|
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
|
|
|
|
---
|
|
|
|
|
|
|
|
</TabItem>
|
|
</Tabs> |