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JerBouma

Finance Toolkit

by JerBouma

econometrics

Read-onlyIdempotent

Runs econometric tests on price/return series to identify stationarity, cointegration, causality, and other properties, supporting pairs trading and time-series modeling.

Instructions

Statistical/econometric tests on price or return series (unit root: ADF/KPSS/Phillips-Perron/Zivot-Andrews, cointegration: Engle-Granger/Johansen, Granger causality, ARCH-LM, Jarque-Bera, Ljung-Box, Variance Ratio, CUSUM, Diebold-Mariano forecast comparison). Use for pairs-trading/spread-modeling foundations or diagnosing return-series properties. Requires tickers='AAPL' — use comma-separated values for multiple tickers.

Available indicators: get_arch_lm_test, get_arima_forecast, get_augmented_dickey_fuller, get_breusch_pagan_test, get_chow_test, get_cusum_test, get_diebold_mariano_test, get_difference_in_differences, get_durbin_watson_test, get_engle_granger_cointegration, get_event_study, get_f_test, get_fama_macbeth_regression, get_fixed_effects, get_gls, get_granger_causality, get_hausman_test, get_hausman_wu_test, get_impulse_response_function, get_iv_2sls, get_jarque_bera_test, get_johansen_cointegration, get_kpss_test, get_likelihood_ratio_test, get_ljung_box_test, get_logistic_regression, get_mae, get_ols, get_out_of_sample_validation, get_phillips_perron_test, get_probit_regression, get_propensity_score_matching, get_quantile_regression, get_ramsey_reset_test, get_random_effects, get_regression_discontinuity, get_rmse, get_synthetic_control, get_two_sample_t_test, get_var_forecast, get_variance_decomposition, get_variance_ratio_test, get_vecm_forecast, get_vif, get_wald_test, get_white_test, get_wls, get_zivot_andrews_test.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
dNoValue for d.
pNoValue for p.
qNoValue for q. Leave unset to use the default of the indicator you selected. Defaults are 1 for get_arima_forecast, get_out_of_sample_validation; 2 for get_variance_ratio_test.
tauNoValue for tau.
lagsNoValue for lags. Leave unset to use the default of the indicator you selected. Defaults are 1 for get_impulse_response_function, get_out_of_sample_validation, get_var_forecast, get_variance_decomposition; None for get_kpss_test, get_phillips_perron_test; 10 for get_ljung_box_test; 5 for get_arch_lm_test.
lossNoValue for loss.squared
trimNoValue for trim.
modelNoValue for model.arima
omegaNoValue for omega. Leave unset to use the default of the indicator you selected. Required by: get_gls.
powerNoValue for power.
columnNoValue for column. Leave unset to use the default of the indicator you selected. Defaults differ between indicators.
cutoffNoValue for cutoff. Leave unset to use the default of the indicator you selected. Required by: get_regression_discontinuity.
kernelNoValue for kernel.uniform
periodNoObservation frequency, e.g. 'monthly', 'quarterly', or 'annual'.
caliperNoValue for caliper.
lambda_NoValue for lambda_.
max_lagNoValue for max_lag. Leave unset to use the default of the indicator you selected. Defaults are None for get_augmented_dickey_fuller, get_engle_granger_cointegration, get_zivot_andrews_test; 5 for get_granger_causality.
maxlagsNoValue for maxlags.
periodsNoValue for periods.
tickersNoComma-separated ticker symbols, e.g. 'AAPL,MSFT,GOOGL'.
weightsNoValue for weights. Leave unset to use the default of the indicator you selected. Required by: get_wls.
clustersNoValue for clusters.
cov_typeNoValue for cov_type.nonrobust
end_dateNoEnd of the date range in YYYY-MM-DD format.2026-08-19
gap_daysNoValue for gap_days.
method_aNoValue for method_a.ewma
method_bNoValue for method_b.rolling
bandwidthNoValue for bandwidth.
det_orderNoValue for det_order.
indicatorYesName of the specific metric to calculate, e.g. 'get_asset_turnover_ratio'. Required — omitting it returns the list of available indicators.
k_ar_diffNoValue for k_ar_diff.
quarterlyNoReturn quarterly data instead of annual when True.
break_dateNoValue for break_date. Leave unset to use the default of the indicator you selected. Required by: get_chow_test.
event_dateNoValue for event_date. Leave unset to use the default of the indicator you selected. Required by: get_event_study.
regressionNoValue for regression.c
start_dateNoStart of the date range in YYYY-MM-DD format.2021-08-20
n_bootstrapNoValue for n_bootstrap.
window_sizeNoValue for window_size.
add_constantNoValue for add_constant.
show_columnsNoComma-separated names to filter the output. For historical data use the key names visible in any response record (e.g. 'Close,Volume,Return'). For financial statements use the 'metric' field values from the response (e.g. 'Revenue,Net Income,EBITDA'). Call the tool once without this parameter to see all available names, then repeat with show_columns to reduce response size and token usage.
significanceNoValue for significance.
time_effectsNoValue for time_effects.
asset_tickersNoValue for asset_tickers.
donor_tickersNoValue for donor_tickers.
other_tickersNoValue for other_tickers.
within_periodNoValue for within_period.
entity_effectsNoValue for entity_effects.
equal_varianceNoValue for equal_variance.
factor_tickersNoValue for factor_tickers.
forecast_stepsNoValue for forecast_steps.
orthogonalizedNoValue for orthogonalized.
pre_event_daysNoValue for pre_event_days.
suspect_tickerNoValue for suspect_ticker. Leave unset to use the default of the indicator you selected. Required by: get_hausman_wu_test.
train_fractionNoValue for train_fraction.
treated_tickerNoValue for treated_ticker. Leave unset to use the default of the indicator you selected. Required by: get_synthetic_control.
treatment_dateNoValue for treatment_date. Leave unset to use the default of the indicator you selected. Required by: get_difference_in_differences.
control_tickersNoValue for control_tickers.
post_event_daysNoValue for post_event_days.
treated_tickersNoValue for treated_tickers. Leave unset to use the default of the indicator you selected. Required by: get_difference_in_differences.
benchmark_tickerNoTicker used as the market benchmark, e.g. 'SPY' or '^GSPC'.SPY
dependent_tickerNoValue for dependent_ticker. Leave unset to use the default of the indicator you selected. Required by: get_f_test, get_hausman_wu_test, get_iv_2sls, get_likelihood_ratio_test, get_propensity_score_matching, get_regression_discontinuity. Defaults are None for get_breusch_pagan_test, get_chow_test, get_durbin_watson_test, get_event_study, get_gls, get_logistic_regression, get_ols, get_probit_regression, get_quantile_regression, get_ramsey_reset_test, get_wald_test, get_white_test, get_wls.
include_constantNoValue for include_constant.
treatment_periodNoValue for treatment_period. Leave unset to use the default of the indicator you selected. Required by: get_synthetic_control.
treatment_tickerNoValue for treatment_ticker. Leave unset to use the default of the indicator you selected. Required by: get_propensity_score_matching.
covariate_tickersNoValue for covariate_tickers. Leave unset to use the default of the indicator you selected. Required by: get_propensity_score_matching.
dependent_tickersNoValue for dependent_tickers.
endogenous_tickerNoValue for endogenous_ticker. Leave unset to use the default of the indicator you selected. Required by: get_iv_2sls.
estimation_windowNoValue for estimation_window.
exogenous_tickersNoValue for exogenous_tickers.
include_benchmarkNoValue for include_benchmark.
independent_columnNoValue for independent_column.
instrument_tickersNoValue for instrument_tickers. Leave unset to use the default of the indicator you selected. Required by: get_hausman_wu_test, get_iv_2sls.
restriction_matrixNoValue for restriction_matrix. Leave unset to use the default of the indicator you selected. Required by: get_wald_test.
restriction_valuesNoValue for restriction_values.
independent_tickersNoValue for independent_tickers.
treatment_thresholdNoValue for treatment_threshold.
running_variable_tickerNoValue for running_variable_ticker. Leave unset to use the default of the indicator you selected. Required by: get_regression_discontinuity.
other_independent_tickersNoValue for other_independent_tickers.
restricted_independent_tickersNoValue for restricted_independent_tickers. Leave unset to use the default of the indicator you selected. Required by: get_f_test, get_likelihood_ratio_test.
unrestricted_independent_tickersNoValue for unrestricted_independent_tickers. Leave unset to use the default of the indicator you selected. Required by: get_f_test, get_likelihood_ratio_test.

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault
resultYes
Behavior3/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations already declare readOnlyHint, idempotentHint, and openWorldHint, so the safety profile is covered. The description adds the 'Requires tickers' constraint and the indicator list, but it does not describe output shape, p-value conventions, or behavior when required inputs are omitted. With an output schema present, this is acceptable but not especially rich.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness2/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The first three sentences are compact and front-loaded, but the description then appends a 48-item 'Available indicators' list that duplicates the tool's own enum. This creates a long, dense wall of text that undermines conciseness and adds little value for an agent that can already read the enum in the schema.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness4/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

For a tool with 80 parameters and 48 selectable indicators, the description provides the essential context: what the tests are, when to use them, and the tickers requirement. The presence of an output schema, annotations, and a detailed indicator enum reduces the need to document return formats and every parameter; still, per-indicator selection guidance is absent.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 100%, so the baseline is 3 per the rubric. The description adds a tickers requirement and repeats the indicator enum, but it does not add meaningful semantics for the other 79 parameters beyond what the schema already provides, many of which have generic descriptions like 'Value for p.'

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description opens with a specific verb+resource ('Statistical/econometric tests on price or return series') and enumerates concrete test families such as ADF, Johansen, Granger causality, and ARCH-LM, making the tool's scope unambiguous. It clearly differentiates this tool from sibling metric categories by emphasizing hypothesis testing and inference rather than simple metric calculation.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

The description explicitly states when to use the tool: 'Use for pairs-trading/spread-modeling foundations or diagnosing return-series properties.' It also gives a concrete invocation hint ('Requires tickers=\'AAPL\''). However, it does not mention when not to use it or point to alternative sibling tools, so it stops short of top-tier guidance.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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