Commit
•
abc88c3
1
Parent(s):
1671916
Add granger_causality_testing.ipynb
Browse files- granger_causality_testing.ipynb +2010 -14
granger_causality_testing.ipynb
CHANGED
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@@ -2,16 +2,17 @@
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"cells": [
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{
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"cell_type": "code",
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-
"execution_count":
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"metadata": {},
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"outputs": [],
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"source": [
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-
"import pandas as pd"
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]
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},
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{
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"cell_type": "code",
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"execution_count":
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"metadata": {},
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"outputs": [],
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"source": [
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@@ -22,7 +23,7 @@
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},
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{
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"cell_type": "code",
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"execution_count":
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"metadata": {},
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"outputs": [
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{
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@@ -188,7 +189,7 @@
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"[518 rows x 7 columns]"
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]
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},
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"execution_count":
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"metadata": {},
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"output_type": "execute_result"
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}
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},
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{
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"cell_type": "code",
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"execution_count":
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"metadata": {},
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"outputs": [],
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"source": [
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},
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{
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"cell_type": "code",
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"execution_count":
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"metadata": {},
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"outputs": [
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{
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"[164 rows x 4 columns]"
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]
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},
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"execution_count":
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"metadata": {},
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"output_type": "execute_result"
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}
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@@ -350,7 +351,7 @@
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},
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{
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"cell_type": "code",
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"execution_count":
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"metadata": {},
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"outputs": [],
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"source": [
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@@ -359,7 +360,7 @@
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},
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{
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"cell_type": "code",
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"execution_count":
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"metadata": {},
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"outputs": [
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{
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"[164 rows x 4 columns]"
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]
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},
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"execution_count":
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"metadata": {},
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"output_type": "execute_result"
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}
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@@ -500,7 +501,7 @@
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},
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{
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"cell_type": "code",
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"execution_count":
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"metadata": {},
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"outputs": [],
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"source": [
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},
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{
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"cell_type": "code",
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"execution_count":
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"metadata": {},
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"outputs": [
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{
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"[164 rows x 3 columns]"
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]
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},
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"execution_count":
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"metadata": {},
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"output_type": "execute_result"
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}
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"df"
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]
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},
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| 646 |
{
|
| 647 |
"cell_type": "code",
|
| 648 |
"execution_count": null,
|
|
|
|
| 2 |
"cells": [
|
| 3 |
{
|
| 4 |
"cell_type": "code",
|
| 5 |
+
"execution_count": 1,
|
| 6 |
"metadata": {},
|
| 7 |
"outputs": [],
|
| 8 |
"source": [
|
| 9 |
+
"import pandas as pd\n",
|
| 10 |
+
"import plotly.express as px"
|
| 11 |
]
|
| 12 |
},
|
| 13 |
{
|
| 14 |
"cell_type": "code",
|
| 15 |
+
"execution_count": 2,
|
| 16 |
"metadata": {},
|
| 17 |
"outputs": [],
|
| 18 |
"source": [
|
|
|
|
| 23 |
},
|
| 24 |
{
|
| 25 |
"cell_type": "code",
|
| 26 |
+
"execution_count": 3,
|
| 27 |
"metadata": {},
|
| 28 |
"outputs": [
|
| 29 |
{
|
|
|
|
| 189 |
"[518 rows x 7 columns]"
|
| 190 |
]
|
| 191 |
},
|
| 192 |
+
"execution_count": 3,
|
| 193 |
"metadata": {},
|
| 194 |
"output_type": "execute_result"
|
| 195 |
}
|
|
|
|
| 200 |
},
|
| 201 |
{
|
| 202 |
"cell_type": "code",
|
| 203 |
+
"execution_count": 4,
|
| 204 |
"metadata": {},
|
| 205 |
"outputs": [],
|
| 206 |
"source": [
|
|
|
|
| 210 |
},
|
| 211 |
{
|
| 212 |
"cell_type": "code",
|
| 213 |
+
"execution_count": 5,
|
| 214 |
"metadata": {},
|
| 215 |
"outputs": [
|
| 216 |
{
|
|
|
|
| 340 |
"[164 rows x 4 columns]"
|
| 341 |
]
|
| 342 |
},
|
| 343 |
+
"execution_count": 5,
|
| 344 |
"metadata": {},
|
| 345 |
"output_type": "execute_result"
|
| 346 |
}
|
|
|
|
| 351 |
},
|
| 352 |
{
|
| 353 |
"cell_type": "code",
|
| 354 |
+
"execution_count": 6,
|
| 355 |
"metadata": {},
|
| 356 |
"outputs": [],
|
| 357 |
"source": [
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|
|
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| 360 |
},
|
| 361 |
{
|
| 362 |
"cell_type": "code",
|
| 363 |
+
"execution_count": 7,
|
| 364 |
"metadata": {},
|
| 365 |
"outputs": [
|
| 366 |
{
|
|
|
|
| 490 |
"[164 rows x 4 columns]"
|
| 491 |
]
|
| 492 |
},
|
| 493 |
+
"execution_count": 7,
|
| 494 |
"metadata": {},
|
| 495 |
"output_type": "execute_result"
|
| 496 |
}
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|
|
|
| 501 |
},
|
| 502 |
{
|
| 503 |
"cell_type": "code",
|
| 504 |
+
"execution_count": 8,
|
| 505 |
"metadata": {},
|
| 506 |
"outputs": [],
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| 507 |
"source": [
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|
|
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| 510 |
},
|
| 511 |
{
|
| 512 |
"cell_type": "code",
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| 513 |
+
"execution_count": 9,
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| 514 |
"metadata": {},
|
| 515 |
"outputs": [
|
| 516 |
{
|
|
|
|
| 635 |
"[164 rows x 3 columns]"
|
| 636 |
]
|
| 637 |
},
|
| 638 |
+
"execution_count": 9,
|
| 639 |
"metadata": {},
|
| 640 |
"output_type": "execute_result"
|
| 641 |
}
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|
|
|
| 644 |
"df"
|
| 645 |
]
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| 646 |
},
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| 647 |
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{
|
| 648 |
+
"cell_type": "code",
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| 649 |
+
"execution_count": 10,
|
| 650 |
+
"metadata": {},
|
| 651 |
+
"outputs": [
|
| 652 |
+
{
|
| 653 |
+
"data": {
|
| 654 |
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"application/vnd.plotly.v1+json": {
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| 655 |
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"config": {
|
| 656 |
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"plotlyServerURL": "https://plot.ly"
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| 657 |
+
},
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| 658 |
+
"data": [
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| 659 |
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{
|
| 660 |
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"hovertemplate": "company=Price_x<br>Date=%{x}<br>value=%{y}<extra></extra>",
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| 661 |
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"legendgroup": "Price_x",
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| 662 |
+
"line": {
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| 663 |
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"color": "#636efa",
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| 664 |
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"dash": "solid"
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| 665 |
+
},
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| 666 |
+
"marker": {
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| 667 |
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"symbol": "circle"
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| 668 |
+
},
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| 669 |
+
"mode": "lines",
|
| 670 |
+
"name": "Price_x",
|
| 671 |
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"orientation": "v",
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| 672 |
+
"showlegend": true,
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| 673 |
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"type": "scatter",
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| 674 |
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"x": [
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| 675 |
+
"2024-02-01T00:00:00",
|
| 676 |
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"2024-01-01T00:00:00",
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| 677 |
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"2023-12-01T00:00:00",
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| 678 |
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| 679 |
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| 680 |
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| 681 |
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| 682 |
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| 683 |
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| 684 |
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| 685 |
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| 686 |
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| 687 |
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| 688 |
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| 689 |
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| 690 |
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| 691 |
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| 692 |
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| 693 |
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| 694 |
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| 695 |
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| 696 |
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| 697 |
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| 698 |
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| 699 |
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| 700 |
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| 701 |
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| 702 |
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| 703 |
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| 704 |
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| 705 |
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| 707 |
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| 708 |
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| 709 |
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| 710 |
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| 711 |
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| 712 |
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| 713 |
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| 714 |
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| 715 |
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| 716 |
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| 717 |
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| 718 |
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| 719 |
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| 720 |
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| 721 |
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| 722 |
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| 723 |
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| 724 |
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| 725 |
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| 726 |
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| 727 |
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| 728 |
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| 729 |
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| 730 |
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| 731 |
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| 732 |
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| 733 |
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| 734 |
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| 735 |
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| 736 |
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| 737 |
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| 738 |
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| 739 |
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| 740 |
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| 741 |
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| 742 |
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| 743 |
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| 744 |
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| 745 |
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| 746 |
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| 747 |
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| 748 |
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| 749 |
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| 750 |
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| 751 |
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| 752 |
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| 753 |
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| 754 |
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| 755 |
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| 756 |
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| 757 |
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| 758 |
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| 759 |
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| 760 |
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| 761 |
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| 762 |
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| 763 |
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| 764 |
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| 765 |
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| 766 |
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| 767 |
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| 768 |
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| 769 |
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| 770 |
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| 771 |
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| 772 |
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| 773 |
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"source": [
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| 2637 |
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"fig = px.line(df, facet_col=\"company\", facet_col_wrap=1)\n",
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| 2639 |
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},
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| 2642 |
{
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| 2643 |
"cell_type": "code",
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| 2644 |
"execution_count": null,
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