root
- Model
- Chart
Calculate test statistics for unit roots
Source Code: [link]
openbb.econometrics.root(data: pd.Series, fuller_reg: str = "c", kpss_reg: str = "c")
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
data | pd.Series | Series or column of DataFrame of target variable | None | False |
fuller_reg | str | Type of regression of ADF test | c | True |
kpss_reg | str | Type of regression for KPSS test | c | True |
Returns
Type | Description |
---|---|
pd.DataFrame | Dataframe with results of ADF test and KPSS test |
Determine the normality of a timeseries.
Source Code: [link]
openbb.econometrics.root_chart(data: pd.Series, dataset: str = "", column: str = "", fuller_reg: str = "c", kpss_reg: str = "c", export: str = "")
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
data | pd.Series | Series of target variable | None | False |
dataset | str | Name of the dataset | True | |
column | str | Name of the column | True | |
fuller_reg | str | Type of regression of ADF test. Choose c, ct, ctt, or nc | c | True |
kpss_reg | str | Type of regression for KPSS test. Choose c or ct | c | True |
export | str | Format to export data. | True |
Returns
This function does not return anything