bgod

• Model
• Chart

Calculate test statistics for autocorrelation

Source Code: [link]

openbb.econometrics.bgod(model: pd.DataFrame, lags: int = 3)

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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

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Returns

Type	Description
pd.DataFrame	Test results from the Breusch-Godfrey Test

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Show Breusch-Godfrey autocorrelation test

Source Code: [link]

openbb.econometrics.bgod_chart(model: statsmodels.regression.linear_model.RegressionResultsWrapper, lags: int = 3, export: str = "")

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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

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Returns

This function does not return anything

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