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")
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 |
Returns
| Type | Description |
|---|---|
| pd.DataFrame | Dataframe with results of ADF test and KPSS test |
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 = "", sheet_name: Optional[str] = None)
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 |
Returns
This function does not return anything