Advanced Econometric Analysis Tools
Project description
EconKit
EconKit is a Python library for econometrics and finance, providing a range of tools for data analysis, financial data retrieval, and statistical testing.
Features
-
Econometrics:
- Descriptive statistics
- Correlation analysis
- Augmented Dickey-Fuller (ADF) test for time series analysis
-
Finance:
- Stock data retrieval from Yahoo Finance
- Calculation of stock returns
Installation
To install the latest version of EconKit, use pip:
pip install econkit
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