root

Show unit root tests of a column of a dataset

Usage

root -v {} [-r {c,ct,ctt,n}] [-k {c,ct}]

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Parameters

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

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Examples

2022 Jun 01, 06:47 (🦋) /econometrics/ $ load fair

2022 Jun 01, 06:47 (🦋) /econometrics/ $ root fair.yrs_married

Unitroot from dataset 'fair of 'yrs_married'
┏━━━━━━━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━┓
┃                ┃ ADF      ┃ KPSS  ┃
┡━━━━━━━━━━━━━━━━╇━━━━━━━━━━╇━━━━━━━┩
│ Test Statistic │ -8.08    │ 7.01  │
├────────────────┼──────────┼───────┤
│ P-Value        │ 0.00     │ 0.01  │
├────────────────┼──────────┼───────┤
│ NLags          │ 34.00    │ 26.00 │
├────────────────┼──────────┼───────┤
│ Nobs           │ 6331.00  │ 0.00  │
├────────────────┼──────────┼───────┤
│ ICBest         │ 42958.72 │ 0.00  │
└────────────────┴──────────┴───────┘

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