--- title: unitroot description: This page provides comprehensive instructions and usage examples for the unitroot tool. Unitroot, used for unit root test and stationarity, offers multiple regression methods including c, ct, ctt, and nc. keywords: - unitroot - unit root test - stationarity - ADF - KPSS - regression - programming --- import HeadTitle from '@site/src/components/General/HeadTitle.tsx'; Unit root test / stationarity (ADF, KPSS) ### Usage ```python 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 | --- ## Examples ```python 2022 Feb 16, 11:16 (🦋) /stocks/qa/ $ unitroot Unit Root Calculation ┏━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━┳━━━━━━━━┓ ┃ ┃ ADF ┃ KPSS ┃ ┡━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━╇━━━━━━━━┩ │ Test Statistic │ -28.9536 │ 0.2928 │ ├────────────────┼────────────┼────────┤ │ P-Value │ 0.0000 │ 0.1000 │ ├────────────────┼────────────┼────────┤ │ NLags │ 0.0000 │ 3 │ ├────────────────┼────────────┼────────┤ │ Nobs │ 759.0000 │ │ ├────────────────┼────────────┼────────┤ │ ICBest │ -3339.2013 │ │ └────────────────┴────────────┴────────┘ ``` ---