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author | github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> | 2023-12-01 19:41:42 +0000 |
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committer | github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com> | 2023-12-01 19:41:42 +0000 |
commit | d74f4c019abbda9c8c185bf99c16339bf89be823 (patch) | |
tree | 232a78947035572581e120839b2cfda2ea1d3e5a /sdk/reference/econometrics.html | |
parent | 70c0d06f6593dedbc8f97e4ff386096c8bbd0073 (diff) |
Diffstat (limited to 'sdk/reference/econometrics.html')
-rw-r--r-- | sdk/reference/econometrics.html | 8 |
1 files changed, 4 insertions, 4 deletions
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gap-4 -ml-6"><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/bgod"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Bgod</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Calculate test statistics for autocorrelation</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/bols"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Bols</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">The between estimator is an alternative, usually less efficient estimator, can can be used to</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/bpag"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Bpag</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Calculate test statistics for heteroscedasticity</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/clean"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Clean</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Clean up NaNs from the dataset</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/coint"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Coint</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Calculate cointegration tests between variable number of input series</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/comparison"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Comparison</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Compare regression results between Panel Data regressions.</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/dwat"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Dwat</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Calculate test statistics for Durbin Watson autocorrelation</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/fdols"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Fdols</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">First differencing is an alternative to using fixed effects when there might be correlation.</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/fe"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Fe</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">When effects are correlated with the regressors the RE and BE estimators are not consistent.</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/garch"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Garch</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Calculates volatility forecasts based on GARCH.</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/get_regression_data"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Get Regression Data</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">This function creates a DataFrame with the required regression data as</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/granger"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Granger</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Calculate granger tests</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/load"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Load</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Load custom file into dataframe.</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/norm"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Norm</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">The distribution of returns and generate statistics on the relation to the normal curve.</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/ols"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Ols</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Performs an OLS regression on timeseries data. [Source: Statsmodels]</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/options"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Options</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Obtain columns-dataset combinations from loaded in datasets that can be used in other commands</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/panel"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Panel</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Based on the regression type, this function decides what regression to run.</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/pols"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Pols</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">PooledOLS is just plain OLS that understands that various panel data structures.</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/re"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Re</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">The random effects model is virtually identical to the pooled OLS model except that is accounts for the</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/root"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Root</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Calculate test statistics for unit roots</p></a><a class="rounded border-2 hover:!text-black dark:hover:!text-white !no-underline p-6 cursor-pointer relative overflow-hidden hover:-translate-y-2 transform transition-all duration-300 ease-in-out font-bold shadow-md hover:bg-[#F5B166] border-[#F5B166] dark:hover:bg-[#511d11] dark:border-[#511d11]" href="/sdk/reference/econometrics/vif"><div class="absolute top-0 right-0 left-0 bottom-0"></div><div class="flex items-center"><p class="py-2 font-bold text-lg my-0">Vif</p></div><p class="text-grey-900 dark:text-grey-200 text-xs font-medium mt-2 mb-0">Calculates VIF (variance inflation factor), which tests collinearity.</p></a></ul></div><footer class="theme-doc-footer docusaurus-mt-lg"><div 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