Calculate test statistics for autocorrelation
The between estimator is an alternative, usually less efficient estimator, can can be used to
Calculate test statistics for heteroscedasticity
Clean up NaNs from the dataset
Calculate cointegration tests between variable number of input series
Compare regression results between Panel Data regressions.
Calculate test statistics for Durbin Watson autocorrelation
First differencing is an alternative to using fixed effects when there might be correlation.
When effects are correlated with the regressors the RE and BE estimators are not consistent.
Calculates volatility forecasts based on GARCH.
Get Regression Data
This function creates a DataFrame with the required regression data as
Calculate granger tests
Load custom file into dataframe.
The distribution of returns and generate statistics on the relation to the normal curve.
Performs an OLS regression on timeseries data. [Source: Statsmodels]
Obtain columns-dataset combinations from loaded in datasets that can be used in other commands
Based on the regression type, this function decides what regression to run.
PooledOLS is just plain OLS that understands that various panel data structures.
The random effects model is virtually identical to the pooled OLS model except that is accounts for the
Calculate test statistics for unit roots
Calculates VIF (variance inflation factor), which tests collinearity.