dwat
- Model
- Chart
Calculate test statistics for Durbin Watson autocorrelation
Source Code: [link]
openbb.econometrics.dwat(model: statsmodels.regression.linear_model.RegressionResultsWrapper)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
model | statsmodels.regression.linear_model.RegressionResultsWrapper | Previously fit statsmodels OLS. | None | False |
Returns
Type | Description |
---|---|
float | Test 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
Show Durbin-Watson autocorrelation tests
Source Code: [link]
openbb.econometrics.dwat_chart(model: statsmodels.regression.linear_model.RegressionResultsWrapper, dependent_variable: pd.Series, plot: bool = True, export: str = "", sheet_name: Optional[str] = None, external_axes: bool = False)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
model | OLS Model | A fit statsmodels OLS model. | None | False |
dependent_variable | pd.Series | The dependent variable for plotting | None | False |
plot | bool | Whether to plot the residuals | True | True |
export | str | Format to export data | True | |
external_axes | bool | Whether to return the figure object or not, by default False | False | True |
Returns
This function does not return anything