iode.Equation

class iode.Equation(endogenous: str, lec: str, method: EqMethod | str = EqMethod.LSQ, from_period: str | Period = None, to_period: str | Period = None, comment: str = '', instruments: str = '', block: str = '')[source]

IODE equation.

Parameters:

endogenous: str: Name of the endogenous variable. It must the same as the name of the present equation in the Equations database.
lec: str: LEC expression of the equation.
method: EqMethod or str, optional: Method used to estimate the coefficients of the equation. Defaults to LSQ.
from_period: str or Period, optional: Starting period for the estimation. Defaults to the starting period of the sample associated with the IODE Variables database.
to_period: str or Period, optional: Ending period for the estimation. Defaults to the ending period of the sample associated with the IODE Variables database.
comment: str, optional: Defaults to empty.
instruments: str, optional: Defaults to empty.
block: str, optional: block of equations (to estimate) to which the equation belong. Defaults to empty.

Attributes:

endogenous: str

name of the endogenous variable. It must the same as the name of the present equation in the Equations database.

lec: str

LEC expression of the equation.

method: EqMethod

estimation method. Possible values are:

LSQ
ZELLNER
INSTRUMENTAL
GLS
MAX_LIKELIHOOD

sample: Sample

estimaton sample.

comment: str

instruments: str

estimation instruments.

block: str

block of equations (to estimate) to which the equation belong.

tests: dict(str, float)

tests values associated with the estimation of the equation.

date: str

last time the equation has been estimated.

Methods

`copy`()	Return a copy of the current Equation.
`estimate`([from_period, to_period, quiet])	Estimate the present equation.
`get_formated_date`([format])	Return the date of last estimation in a given format.
`split_equation`()	Split an equation into its left-hand side and its right-hand side.

get_instance

Examples

>>> from iode import Equation, variables
>>> variables.sample = "1960Y1:2015Y1"
>>> eq_ACAF = Equation("ACAF", "(ACAF / VAF[-1]) := acaf1 + acaf2 * GOSF[-1] + acaf4 * (TIME=1995)")
>>> eq_ACAF         
Equation(endogenous = 'ACAF',
         lec = '(ACAF / VAF[-1]) := acaf1 + acaf2 * GOSF[-1] + acaf4 * (TIME=1995)',
         method = 'LSQ',
         from_period = '1960Y1',
         to_period = '2015Y1')

__init__(endogenous: str, lec: str, method: EqMethod | str = EqMethod.LSQ, from_period: str | Period = None, to_period: str | Period = None, comment: str = '', instruments: str = '', block: str = '') → Self[source]

Methods

`__init__`(endogenous, lec[, method, ...])
`copy`()	Return a copy of the current Equation.
`estimate`([from_period, to_period, quiet])	Estimate the present equation.
`get_formated_date`([format])	Return the date of last estimation in a given format.
`get_instance`()
`split_equation`()	Split an equation into its left-hand side and its right-hand side.

Attributes

`block`	Estimation block of equations to which the equation belongs.
`coefficients`	Return the list of coefficients present in the current equation.
`comment`	Equation comment.
`date`	Date of the last estimation.
`endogenous`
`instruments`	Instrument(s) used for the estimation.
`lec`	LEC expression of the current equation.
`method`	Estimation method.
`sample`	Estimation sample of the current equation.
`tests`	Estimation tests.
`variables`	Return the list of variables present in the equation.