Econometrics

add

Add columns to your dataframe with the option to use formulas. E.g. newdatasetcol = basedatasetcol sign...

bgod

Show Breusch-Godfrey autocorrelation test results.Needs OLS to be run in advance with independent and dependent...

bpag

Show Breusch-Pagan heteroscedasticity test results. Needs OLS to be run in advance with independent and dependent...

clean

Clean a dataset by filling and dropping NaN values.

compare

Compare results between all activated Panel regression models

corr

Plot correlation coefficients.

dwat

Show autocorrelation tests from Durbin-Watson. Needs OLS to be run in advance with independent and dependent...

eval

Create custom data column from loaded datasets. Can be mathematical expressions supported by pandas.eval()...

export

Export dataset to Excel

index_cmd

Set a (multi) index for the dataset

lag

Add lag to a variable by shifting a column.

load

Load dataset (from previous export, custom imports or StatsModels).

remove

Remove a dataset from the loaded dataset list

ret

Calculate returns for the given column.

season

The seasonality for a given column

show

Show a portion of the DataFrame