unit_root
Perform Augmented Dickey-Fuller unit root test.
obb.econometrics.unit_root(data: Union[list, dict, pd.DataFrame, List[pd.DataFrame], pd.Series, List[pd.Series], numpy.ndarray, Data, List[Data]], column: str, regression: Literal[str] = c)
Parameters
- Standard
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | List[Data] | Input dataset. | None | False |
| column | str | Data columns to check unit root | None | False |
| regression | Literal["c", "ct", "ctt"] | Regression type to use in the test. Either "c" for constant only, "ct" for constant and trend, or "ctt" for | ||
| constant, trend, and trend-squared. | c | True |
Returns
OBBject with the results being the score from the test.