stats_* tool: regression and GLMs, discrete choice, ARIMA and state-space forecasting, VAR and cointegration, unit-root and hypothesis tests, model diagnostics, power analysis, multivariate and nonparametric methods, survival analysis and imputation. It runs on Fincept’s servers; your agent sends numbers or data references and gets back a result envelope with tables and charts.
Fincept Stats tools are free. They count toward the rate limit only; a
$fincept reference inside a call is charged like a direct call to that tool.Modules
Tools are grouped in modules. Each module is a toolset namedstats_<module>, so you can list it or search within it. The Fincept Stats reference lists every module and tool.
stats_catalog returns the live list of modules and tools from inside your agent.
Inputs
Formulas use the
y ~ a + b syntax with interactions (a:b, a*b), I(...) for arithmetic, C(...) with Treatment, Sum, Diff, Poly or Helmert contrasts, center, standardize, scale, spline bases (bs, cr, cc, te) and log, log1p, exp, sqrt, abs (also as np.log, np.log10, np.square and similar). Anything else in a formula is refused, and a formula is limited to 600 characters.
Limits
A computation that runs past its time limit answers
timeout; a busy engine answers busy and the call can be retried a few seconds later.
Outputs
Model tools return a coefficient table, fit statistics (AIC, BIC, log-likelihood and model-specific measures) and diagnostics. Forecasting tools add aseries block with the forecast and its interval, and a line chart with a band. Test tools return the statistic, p-value, critical values where they exist, and a one-sentence verdict.
Example
Prompt
cointegration, finds stats_johansen_test and stats_vecm, and passes both yields as $fincept references to data_get_observations.