bpag
- Model
- Chart
Calculate test statistics for heteroscedasticity
Source Code: [link]
openbb.econometrics.bpag(model: statsmodels.regression.linear_model.RegressionResultsWrapper)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
model | OLS Model | Model containing residual values. | None | False |
Returns
Type | Description |
---|---|
pd.DataFrame | Test results from the Breusch-Pagan Test |
Show Breusch-Pagan heteroscedasticity test
Source Code: [link]
openbb.econometrics.bpag_chart(model: statsmodels.regression.linear_model.RegressionResultsWrapper, export: str = "", sheet_name: Optional[str] = None)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
model | OLS Model | OLS model that has been fit. | None | False |
export | str | Format to export data | True |
Returns
This function does not return anything