unitroot

• Model
• Chart

Calculate test statistics for unit roots

Source Code: [link]

openbb.qa.unitroot(data: pd.DataFrame, fuller_reg: str = "c", kpss_reg: str = "c")

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Parameters

Name	Type	Description	Default	Optional
data	pd.DataFrame	DataFrame of target variable	None	False
fuller_reg	str	Type of regression of ADF test. Can be ‘c’,’ct’,’ctt’,’nc’ 'c' - Constant and t - trend order	c	True
kpss_reg	str	Type of regression for KPSS test. Can be ‘c’,’ct'	c	True

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Returns

Type	Description
pd.DataFrame	Dataframe with results of ADF test and KPSS test

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Prints table showing unit root test calculations

Source Code: [link]

openbb.qa.unitroot_chart(data: pd.DataFrame, target: str, fuller_reg: str = "c", kpss_reg: str = "c", export: str = "")

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Parameters

Name	Type	Description	Default	Optional
data	pd.DataFrame	DataFrame	None	False
target	str	Column of data to look at	None	False
fuller_reg	str	Type of regression of ADF test. Can be ‘c’,’ct’,’ctt’,’nc’ 'c' - Constant and t - trend order	c	True
kpss_reg	str	Type of regression for KPSS test. Can be ‘c’,’ct'	c	True
export	str	Format for exporting data		True

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Returns

This function does not return anything

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