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bpag

Calculate test statistics for heteroscedasticity

Source Code: [link]

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

Parameters

NameTypeDescriptionDefaultOptional
modelOLS ModelModel containing residual values.NoneFalse

Returns

TypeDescription
pd.DataFrameTest results from the Breusch-Pagan Test