Root

To obtain charts, make sure to add chart=True as the last parameter

Get underlying data

econometrics.root(data: pandas.core.series.Series, fuller_reg: str = ‘c’, kpss_reg: str = ‘c’) -> pandas.core.frame.DataFrame

Calculate test statistics for unit roots

Parameters
----------
data : pd.Series
    Series or column of DataFrame of target variable
fuller_reg : str
    Type of regression of ADF test
kpss_reg : str
    Type of regression for KPSS test

Returns
-------
pd.DataFrame
    Dataframe with results of ADF test and KPSS test

Getting charts

econometrics.root(data: pandas.core.series.Series, dataset: str = ‘’, column: str = ‘’, fuller_reg: str = ‘c’, kpss_reg: str = ‘c’, export: str = ‘’, chart=True)

Determine the normality of a timeseries.

Parameters
----------
data : pd.Series
    Series of target variable
dataset: str
    Name of the dataset
column: str
    Name of the column
fuller_reg : str
    Type of regression of ADF test. Choose c, ct, ctt, or nc
kpss_reg : str
    Type of regression for KPSS test. Choose c or ct
export: str
    Format to export data.