root
- Model
- Chart
Calculate test statistics for unit roots
Source Code: [link]
openbb.econometrics.root(data: pd.Series, fuller_reg: str = "c", kpss_reg: str = "c")
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | pd.Series | Series or column of DataFrame of target variable | None | False |
| fuller_reg | str | Type of regression of ADF test | c | True |
| kpss_reg | str | Type of regression for KPSS test | c | True |
Returns
| Type | Description |
|---|---|
| pd.DataFrame | Dataframe with results of ADF test and KPSS test |
Determine the normality of a timeseries.
Source Code: [link]
openbb.econometrics.root_chart(data: pd.Series, dataset: str = "", column: str = "", fuller_reg: str = "c", kpss_reg: str = "c", export: str = "")
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | pd.Series | Series of target variable | None | False |
| dataset | str | Name of the dataset | True | |
| column | str | Name of the column | True | |
| fuller_reg | str | Type of regression of ADF test. Choose c, ct, ctt, or nc | c | True |
| kpss_reg | str | Type of regression for KPSS test. Choose c or ct | c | True |
| export | str | Format to export data. | True |
Returns
This function does not return anything