coint
- Model
- Chart
Calculate cointegration tests between variable number of input series
Source Code: [link]
openbb.econometrics.coint(datasets: pd.Series, return_z: bool = False)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| datasets | pd.Series | Input series to test cointegration for | None | False |
| return_z | bool | Flag to return the z data to plot | False | True |
Returns
| Type | Description |
|---|---|
| Union[pd.DataFrame,Dict] | Dataframe with results of cointegration tests or a Dict of the z results |
Estimates long-run and short-run cointegration relationship for series y and x and apply
Source Code: [link]
openbb.econometrics.coint_chart(datasets: pd.Series, significant: bool = False, plot: bool = True, export: str = "", external_axes: Optional[List[axes]] = None)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| datasets | pd.Series | Variable number of series to test for cointegration | None | False |
| significant | float | Show only companies that have p-values lower than this percentage | False | True |
| plot | bool | Whether you wish to plot the z-values of all pairs. | True | True |
| export | str | Format to export data | True | |
| external_axes | Optional[List[plt.axes]] | External axes to plot on | None | True |
Returns
This function does not return anything