Econometrics
Commands
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.
Combine
The columns you want to add to a dataset. The first argument is the dataset to add columns inand the remaining...
Compare
Compare results between all activated Panel regression models
Corr
Plot correlation coefficients.
Delete
The column you want to delete from a dataset.
Desc
Show the descriptive statistics of the dataset
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
Garch
Calculates annualized volatility forecasts based on GARCH. GARCH (Generalized autoregressive conditional...
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).
Norm
Test whether the used data is normally distributed.
Ols
Performs an OLS regression on timeseries data.
Panel
Performs regression analysis on Panel Data. There are a multitude of options to select from to fit the needs of...
Remove
Remove a dataset from the loaded dataset list
Rename
The column you want to rename from a dataset.
Ret
Calculate returns for the given column.
Root
Show unit root tests of a column of a dataset
Show
Show a portion of the DataFrame
Type
Show the type of the columns of the dataset and/or change the type of the column