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dwat

Calculate test statistics for Durbin Watson autocorrelation

Source Code: [link]

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

Parameters

NameTypeDescriptionDefaultOptional
modelstatsmodels.regression.linear_model.RegressionResultsWrapperPreviously fit statsmodels OLS.NoneFalse

Returns

TypeDescription
floatTest statistic of the Durbin Watson test.

Examples

from openbb_terminal.sdk import openbb
df = openbb.econometrics.load("wage_panel")
Y, X = df["lwage"], df[["exper","educ"]]
model = openbb.econometrics.ols(Y,X)
durbin_watson_value = openbb.econometrics.dwat(model)
0.96