iode.Equation

class iode.Equation

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.

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')

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

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

__init__(*args, **kwargs)

Methods

`__init__`(args, *kwargs)
`estimate`(self[, from_period, to_period])	Estimate the present equation.
`get_formated_date`(self[, format])	Return the date of last estimation in a given format.
`split_equation`(self)	Split an equation into its left-hand side and its right-hand side.

Attributes

`block`	block: str
`coefficients`	coefficients: List[str]
`comment`	comment: str
`date`	date: str
`endogenous`	endogenous: str
`instruments`	instruments: Union[str, List[str]]
`lec`	lec: str
`method`	method: str
`sample`	sample: Sample
`tests`	tests: Dict[str, float]
`variables`	variables: List[str]