diff options
Diffstat (limited to 'openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py')
| -rw-r--r-- | openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py | 62 |
1 files changed, 61 insertions, 1 deletions
diff --git a/openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py b/openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py index f4c8f48386e..ce96a825c36 100644 --- a/openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py +++ b/openbb_platform/extensions/econometrics/openbb_econometrics/econometrics_router.py @@ -1,5 +1,7 @@ """Econometrics Router.""" +# pylint: disable=unused-argument + import re from itertools import combinations from typing import Dict, List, Literal @@ -43,7 +45,10 @@ router = Router(prefix="") APIEx(parameters={"data": APIEx.mock_data("timeseries")}), ], ) -def correlation_matrix(data: List[Data]) -> OBBject[List[Data]]: +def correlation_matrix( + data: List[Data], + **extra_params, +) -> OBBject[List[Data]]: """Get the correlation matrix of an input dataset. The correlation matrix provides a view of how different variables in your dataset relate to one another. @@ -55,6 +60,9 @@ def correlation_matrix(data: List[Data]) -> OBBject[List[Data]]: ---------- data : List[Data] Input dataset. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -101,6 +109,7 @@ def ols_regression( data: List[Data], y_column: str, x_columns: List[str], + **extra_params, ) -> OBBject[Dict]: """Perform Ordinary Least Squares (OLS) regression. @@ -117,6 +126,9 @@ def ols_regression( Target column. x_columns: List[str] List of columns to use as exogenous variables. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -153,6 +165,7 @@ def ols_regression_summary( data: List[Data], y_column: str, x_columns: List[str], + **extra_params, ) -> OBBject[Data]: """Perform Ordinary Least Squares (OLS) regression. @@ -166,6 +179,9 @@ def ols_regression_summary( Target column. x_columns: List[str] List of columns to use as exogenous variables. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -238,6 +254,7 @@ def autocorrelation( data: List[Data], y_column: str, x_columns: List[str], + **extra_params, ) -> OBBject[Data]: """Perform Durbin-Watson test for autocorrelation. @@ -257,6 +274,9 @@ def autocorrelation( Target column. x_columns: List[str] List of columns to use as exogenous variables. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -293,6 +313,7 @@ def residual_autocorrelation( y_column: str, x_columns: List[str], lags: PositiveInt = 1, + **extra_params, ) -> OBBject[Data]: """Perform Breusch-Godfrey Lagrange Multiplier tests for residual autocorrelation. @@ -314,6 +335,9 @@ def residual_autocorrelation( List of columns to use as exogenous variables. lags: PositiveInt Number of lags to use in the test. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -351,6 +375,7 @@ def residual_autocorrelation( def cointegration( data: List[Data], columns: List[str], + **extra_params, ) -> OBBject[Data]: """Show co-integration between two timeseries using the two step Engle-Granger test. @@ -371,6 +396,9 @@ def cointegration( Data columns to check cointegration maxlag: PositiveInt Number of lags to use in the test. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -426,6 +454,7 @@ def causality( y_column: str, x_column: str, lag: PositiveInt = 3, + **extra_params, ) -> OBBject[Data]: """Perform Granger causality test to determine if X 'causes' y. @@ -447,6 +476,9 @@ def causality( Columns to use as exogenous variables. lag: PositiveInt Number of lags to use in the test. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -494,6 +526,7 @@ def unit_root( data: List[Data], column: str, regression: Literal["c", "ct", "ctt"] = "c", + **extra_params, ) -> OBBject[Data]: """Perform Augmented Dickey-Fuller (ADF) unit root test. @@ -515,6 +548,9 @@ def unit_root( regression: Literal["c", "ct", "ctt"] Regression type to use in the test. Either "c" for constant only, "ct" for constant and trend, or "ctt" for constant, trend, and trend-squared. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -549,6 +585,7 @@ def panel_random_effects( data: List[Data], y_column: str, x_columns: List[str], + **extra_params, ) -> OBBject[Dict]: """Perform One-way Random Effects model for panel data. @@ -565,6 +602,9 @@ def panel_random_effects( Target column. x_columns: List[str] List of columns to use as exogenous variables. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -596,6 +636,7 @@ def panel_between( data: List[Data], y_column: str, x_columns: List[str], + **extra_params, ) -> OBBject[Dict]: """Perform a Between estimator regression on panel data. @@ -612,6 +653,9 @@ def panel_between( Target column. x_columns: List[str] List of columns to use as exogenous variables. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -641,6 +685,7 @@ def panel_pooled( data: List[Data], y_column: str, x_columns: List[str], + **extra_params, ) -> OBBject[Dict]: """Perform a Pooled coefficient estimator regression on panel data. @@ -658,6 +703,9 @@ def panel_pooled( Target column. x_columns: List[str] List of columns to use as exogenous variables. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -687,6 +735,7 @@ def panel_fixed( data: List[Data], y_column: str, x_columns: List[str], + **extra_params, ) -> OBBject[Dict]: """One- and two-way fixed effects estimator for panel data. @@ -703,6 +752,9 @@ def panel_fixed( Target column. x_columns: List[str] List of columns to use as exogenous variables. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -732,6 +784,7 @@ def panel_first_difference( data: List[Data], y_column: str, x_columns: List[str], + **extra_params, ) -> OBBject[Dict]: """Perform a first-difference estimate for panel data. @@ -748,6 +801,9 @@ def panel_first_difference( Target column. x_columns: List[str] List of columns to use as exogenous variables. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -777,6 +833,7 @@ def panel_fmac( data: List[Data], y_column: str, x_columns: List[str], + **extra_params, ) -> OBBject[Dict]: """Fama-MacBeth estimator for panel data. @@ -794,6 +851,9 @@ def panel_fmac( Target column. x_columns: List[str] List of columns to use as exogenous variables. + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- |