het_goldfeldquandt¶

In [ ]:

het_goldfeldquandt(vdf: vDataFrame, 
                   y: str, 
                   X: list, 
                   idx: int = 0,
                   split: float = 0.5,
                   alternative: str = "increasing",)

Goldfeld-Quandt homoscedasticity test.

Parameters¶

Name	Type	Optional	Description
vdf	vDataFrame	❌	input vDataFrame.
y	str	❌	Response Column.
X	list	❌	Exogenous Variables.
idx	int	✓	Column index of variable according to which observations are sorted for the split.
split	float	✓	Float to indicate where to split (Example: 0.5 to split on the median).
alternative	str	✓	Specifies the alternative hypothesis for the p-value calculation, one of the following variances: "increasing", "decreasing", "two-sided".

Returns¶

tablesample : An object containing the result. For more information, see utilities.tablesample.

Example¶

In [9]:

from verticapy import *
texas = vDataFrame("Texas")
texas.plot(ts = "date", columns = ["cases", "deaths"])

Out[9]:

<AxesSubplot:xlabel='"date"'>

In [12]:

from verticapy.stats import het_goldfeldquandt
het_goldfeldquandt(texas, 
                   y = "deaths", 
                   X = ["cases"])

Out[12]:

	value
F Value	0.0007798798140068448
f_p_value	0.9999999999999999

Rows: 1-2 | Columns: 2