Advanced Econometric Analysis Tools
Project description
EconKit Package
This is a detailed description of the EconKit package. It provides advanced tools and functions for econometric analysis, tailored to the needs of researchers, students, and professionals in economics and finance.
Installation
To install the EconKit package, run the following command:
pip install econkit
Usage
Here's how to use the main functions in the package:
### EXAMPLE ###
## Import Libraries ##
from econkit import descriptives
from econkit import correlation
from econkit import stock
from econkit import table
### Run ###
# 1. Download Stock Information #
# 1.1 Stocks #
stock1 = 'ETE.AT'
stock2 = 'LAVI.AT'
stock3 = 'TPEIR.AT'
stock4 = 'EKTER.AT'
stock5 = 'TRESTATES.AT'
stock6 = 'INKAT.AT'
stock7 = 'EXAE.AT'
# 1.2 Preiod #
start = '01-12-2022'
end = '30-12-2023'
# 1.3 Frequency #
freq = '1d'
# 1.4 Function #
stock(stock1, start, end, freq)
stock(stock2, start, end, freq)
stock(stock3, start, end, freq)
stock(stock4, start, end, freq)
stock(stock5, start, end, freq)
stock(stock6, start, end, freq)
stock(stock7, start, end, freq)
# 2. Combine Multiple Stocks' Returns into One Table #
Returns = table('Returns', ETE, LAVI, TPEIR, EKTER, TRESTATES, INKAT, EXAE)
# 3. Find Useful Statistics, such as Expected Values, Standard Deviation,... "
descriptives(Returns)
correlation(Returns, method="Spearman", p="T")
Features
- Comprehensive econometric analysis tools
- Support for various correlation methods
- User-friendly interface for complex statistical operations
Requirements
The package requires the following Python libraries:
- Numpy
- Pandas
- Scipy
Contributing
We welcome contributions to the EconKit package. Please read the contributing guidelines before submitting your pull requests.
License
This project is licensed under the BSD 3-Clause License - see the LICENSE file for details.
Acknowledgments
Special thanks to all contributors and supporters of the project.
Contact
For questions or support, please contact contact@stfanstavrianos.eu.
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