OpenBB Econometrics Extension

This package adds the openbb-econometrics extension to the Open Data Platform by OpenBB.

It provides a toolkit of econometrics commands — regression, regression diagnostics, stationarity and cointegration tests, Granger causality, GARCH volatility modelling, and panel-data estimators — that operate on any tabular dataset passed in as data.

Installation

Install from PyPI with:

pip install openbb-econometrics

Then build the Python static assets by running:

openbb-build

Quick Start

Every command is a POST endpoint that takes a data payload (a list of records, e.g. the .results of another OpenBB command) plus typed parameters, and returns an OBBject.

from openbb import obb

prices = obb.equity.price.historical(
    symbol="AAPL", start_date="2023-01-01", provider="yfinance"
).results

# Coefficient table of an OLS regression.
obb.econometrics.ols_regression(
    data=prices, y_column="close", x_columns=["open", "high", "low"]
)

# Augmented Dickey-Fuller stationarity test.
obb.econometrics.unit_root(data=prices, column="close")

# GARCH(1, 1) conditional volatility.
obb.econometrics.garch(data=prices, column="close")

To use the extension over HTTP, start the API server with openbb-api and POST to /api/v1/econometrics/<command>.

Coverage

All commands are available under obb.econometrics.*.

Tools

correlation_matrix — correlation matrix of a dataset
summary_statistics — per-column descriptive statistics

Regression

ols_regression — Ordinary Least Squares coefficient table
ols_regression_summary — OLS goodness-of-fit summary

Diagnostics

autocorrelation — Durbin-Watson autocorrelation test
residual_autocorrelation — Breusch-Godfrey residual autocorrelation test
heteroskedasticity — Breusch-Pagan and White heteroskedasticity tests
normality — Jarque-Bera normality test on residuals
variance_inflation_factor — multicollinearity (VIF) test

Time Series

unit_root — Augmented Dickey-Fuller unit root test
kpss — KPSS stationarity test
cointegration — Engle-Granger pairwise cointegration test
cointegration_johansen — Johansen multivariate cointegration test
causality — Granger causality test
garch — GARCH(p, q) conditional volatility model

Panel

panel_random_effects — one-way Random Effects model
panel_between — Between estimator
panel_pooled — Pooled OLS estimator
panel_fixed — Fixed Effects estimator
panel_first_difference — First-Difference estimator
panel_fmac — Fama-MacBeth estimator

See the full docs here

Metadata

Release files for openbb-econometrics 2.0.0

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for openbb-econometrics 2.0.0
File	Size	Uploaded
openbb_econometrics-2.0.0.tar.gz	14.9 kB	Sep 28, 2026	Details

Built distribution (wheel)

Table of built distributions (wheels) for openbb-econometrics 2.0.0
File	Interpreter	ABI	Platform	Reset
openbb_econometrics-2.0.0-py3-none-any.whl 19.6 kB Sep 28, 2026	Python 3	none	any	Details

Total release size: 34.5 kB

Release files / openbb_econometrics-2.0.0.tar.gz

Download URL	openbb_econometrics-2.0.0.tar.gz
Size	14.9 kB
Tags	Source
SHA-256 checksum How to use checksums	`f0956f7f9b4913f97b660ac38c4148762b89f58e66cb2685f24263613ec4c1d3`
BLAKE2b-256 checksum How to use checksums	`2975e3e8f05900a264bd4e0dd319d05f939d6e3c8958998e4d34917ee23b00bb`
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Uploaded via	`twine/7.0.0 CPython/3.13.14`

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Identity

Publishing platform: GitHub Actions
Publishing repository: github.com/OpenBB-finance/OpenBB
Publishing commit: github.com/OpenBB-finance/OpenBB/tree/ec66768bf95359b10bbf54212ac67eb36a5401a6

Workflow

Publishing configuration: github.com/OpenBB-finance/OpenBB/blob/ec66768bf95359b10bbf54212ac67eb36a5401a6/.github/workflows/publish-openbb-econometrics.yml
Publishing logs: github.com/OpenBB-finance/OpenBB/actions/runs/36376373446/attempts/1

Artifact

Subject: openbb_econometrics-2.0.0.tar.gz
SHA-256 checksum: f0956f7f9b4913f97b660ac38c4148762b89f58e66cb2685f24263613ec4c1d3 Verifying attestations

Release files / openbb_econometrics-2.0.0-py3-none-any.whl

Download URL	openbb_econometrics-2.0.0-py3-none-any.whl
Size	19.6 kB
Tags	Python 3
SHA-256 checksum How to use checksums	`dfeaee63e44796d75bc98a3a638e58b119ffd4976730fa79b2a90e591af5165b`
BLAKE2b-256 checksum How to use checksums	`265d7e88d703f79e52b1bf4f854b8a7da438265f09941e52eb23d4180ab38f98`
Upload date	Sep 28, 2026
Uploaded using Trusted Publishing? What is trusted publishing?	Yes
Uploaded via	`twine/7.0.0 CPython/3.13.14`

Provenance

Identity

Publishing platform: GitHub Actions
Publishing repository: github.com/OpenBB-finance/OpenBB
Publishing commit: github.com/OpenBB-finance/OpenBB/tree/ec66768bf95359b10bbf54212ac67eb36a5401a6

Workflow

Publishing configuration: github.com/OpenBB-finance/OpenBB/blob/ec66768bf95359b10bbf54212ac67eb36a5401a6/.github/workflows/publish-openbb-econometrics.yml
Publishing logs: github.com/OpenBB-finance/OpenBB/actions/runs/36376373446/attempts/1

Artifact

Subject: openbb_econometrics-2.0.0-py3-none-any.whl
SHA-256 checksum: dfeaee63e44796d75bc98a3a638e58b119ffd4976730fa79b2a90e591af5165b Verifying attestations