unitroot
Unit root test / stationarity (ADF, KPSS)
Usage
usage: unitroot [-r {c,ct,ctt,nc}] [-k {c,ct}]
Parameters
| Name | Description | Default | Optional | Choices |
|---|---|---|---|---|
| fuller_reg | Type of regression. Can be ‘c’,’ct’,’ctt’,’nc’ 'c' - Constant and t - trend order | c | True | c, ct, ctt, nc |
| kpss_reg | Type of regression. Can be ‘c’,’ct' | c | True | c, ct |