openbb-econometrics

The openbb-econometrics extension provides API access to common econometrics models.

Installation

pip install openbb-econometrics

Dependencies

Installation includes a new router path (obb.econometrics), and additional Python libraries:

• arch
• linearmodels
• pandas-ta-openbb
  • scipy
  • statsmodels

Optional

The econometrics router has one chart, a correlation matrix, exposed when openbb-charting is installed.

Post Installation

After installation, rebuild the Python Interface.

openbb-build

Endpoints

The obb.econometrics namespace includes:

>>> from openbb import obb
>>> obb.econometrics

/econometrics
    autocorrelation
    causality
    cointegration
    correlation_matrix
    ols_regression
    ols_regression_summary
    panel_between
    panel_first_difference
    panel_fixed
    panel_fmac
    panel_pooled
    panel_random_effects
    residual_autocorrelation
    unit_root
    variance_inflation_factor

Go to the reference page for function, parameter, and response descriptions, as well as code examples.