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root

Calculate test statistics for unit roots

Source Code: [link]

openbb.econometrics.root(data: pd.Series, fuller_reg: str = "c", kpss_reg: str = "c")

Parameters

NameTypeDescriptionDefaultOptional
datapd.SeriesSeries or column of DataFrame of target variableNoneFalse
fuller_regstrType of regression of ADF testcTrue
kpss_regstrType of regression for KPSS testcTrue

Returns

TypeDescription
pd.DataFrameDataframe with results of ADF test and KPSS test