unitroot_test
Get Unit Root Test.
Augmented Dickey-Fuller test for unit root. Kwiatkowski-Phillips-Schmidt-Shin test for unit root.
obb.quantitative.unitroot_test(data: Union[list, dict, pd.DataFrame, List[pd.DataFrame], pd.Series, List[pd.Series], numpy.ndarray, Data, List[Data]], target: str, fuller_reg: Literal[str] = c, kpss_reg: Literal[str] = c)
Parameters
- Standard
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | List[Data] | Time series data. | None | False |
| target | str | Target column name. | None | False |
| fuller_reg | Literal["c", "ct", "ctt", "nc", "c"] | Regression type for ADF test. | c | True |
| kpss_reg | Literal["c", "ct"] | Regression type for KPSS test. | c | True |
Returns
Unit root tests summary.