--- title: root description: Detailed explanation of OpenBB's econometrics Python library focusing on the functionality of unit root tests including ADF and KPSS tests. The page features instructions on how to conduct these tests with Python, making it beneficial for data analysts and those interested in data series analysis. keywords: - Docusaurus - Econometrics - ADF test - KPSS test - Data series --- import HeadTitle from '@site/src/components/General/HeadTitle.tsx'; import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem'; Calculate test statistics for unit roots Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/econometrics_model.py#L168)] ```python 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](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/econometrics_view.py#L197)] ```python 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 ---