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3.6 KiB
Vendored
3.6 KiB
Vendored
title, description
| title | description |
|---|---|
| coint | OpenBB Terminal Function |
coint
Show co-integration between two timeseries
Usage
coint -t TS [-p] [-s SIGNIFICANT]
Parameters
| Name | Description | Default | Optional | Choices |
|---|---|---|---|---|
| ts | The time series you wish to test co-integration on. E.g. historical.open,historical2.close. | None | False | None |
| plot | Plot Z-Values | False | True | None |
| significant | Show only companies that have p-values lower than this percentage | 0 | True | None |
Examples
2022 Feb 24, 06:03 (🦋) /econometrics/ $ coint msft.adj_close,aapl.adj_close,tsla.adj_close,googl.adj_close -p
Cointegration Tests
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━━┳━━━━━━━━━┓
┃ Pairs ┃ Constant ┃ Gamma ┃ Alpha ┃ Dickey-Fuller ┃ P Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━╇━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━━╇━━━━━━━━━┩
│ adj_close-msft/adj_close-aapl │ 46.62 │ 1.58 │ 0.00 │ -1.86 │ 0.35 │
├────────────────────────────────┼──────────┼───────┼───────┼───────────────┼─────────┤
│ adj_close-msft/adj_close-tsla │ 130.28 │ 0.18 │ -0.01 │ -2.82 │ 0.06 │
├────────────────────────────────┼──────────┼───────┼───────┼───────────────┼─────────┤
│ adj_close-msft/adj_close-googl │ 21.38 │ 0.10 │ -0.01 │ -2.51 │ 0.11 │
├────────────────────────────────┼──────────┼───────┼───────┼───────────────┼─────────┤
│ adj_close-aapl/adj_close-tsla │ 53.92 │ 0.11 │ -0.01 │ -2.94 │ 0.04 │
├────────────────────────────────┼──────────┼───────┼───────┼───────────────┼─────────┤
│ adj_close-aapl/adj_close-googl │ -7.83 │ 0.06 │ -0.00 │ -1.62 │ 0.47 │
├────────────────────────────────┼──────────┼───────┼───────┼───────────────┼─────────┤
│ adj_close-tsla/adj_close-googl │ -505.14 │ 0.51 │ -0.01 │ -2.28 │ 0.18 │
└────────────────────────────────┴──────────┴───────┴───────┴───────────────┴─────────┘
