root
Show unit root tests of a column of a dataset
Usageโ
root -v {} [-r {c,ct,ctt,n}] [-k {c,ct}]
Parametersโ
Name | Parameter | Description | Default | Optional | Choices |
---|---|---|---|---|---|
column | -v --value | The column and name of the database you want test unit root for | None | False | None |
fuller_reg | -r --fuller_reg | Type of regression. Can be 'c','ct','ctt','nc'. c - Constant and t - trend order | c | True | c, ct, ctt, n |
kpss_reg | -k --kps_reg | Type of regression. Can be 'c', 'ct'. c - Constant and t - trend order | c | True | c, ct |
Examplesโ
2022 Jun 01, 06:47 (๐ฆ) /econometrics/ $ load fair
2022 Jun 01, 06:47 (๐ฆ) /econometrics/ $ root fair.yrs_married
Unitroot from dataset 'fair of 'yrs_married'
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โ โ ADF โ KPSS โ
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โ Test Statistic โ -8.08 โ 7.01 โ
โโโโโโโโโโโโโโโโโโผโโโโโโโโโโโผโโโโโโโโค
โ P-Value โ 0.00 โ 0.01 โ
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โ NLags โ 34.00 โ 26.00 โ
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โ Nobs โ 6331.00 โ 0.00 โ
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โ ICBest โ 42958.72 โ 0.00 โ
โโโโโโโโโโโโโโโโโโดโโโโโโโโโโโดโโโโโโโโ