--- title: unitroot description: Understand the usage, implementation parameters and examples of the unitroot function which is used to perform unit root test, stationarity tests like ADF and KPSS. Learn about regression types and the calculation of values like Test Statistic, P-Value, NLags, Nobs and ICBest. keywords: - unitroot - stationarity tests - ADF tests - KPSS tests - regression types - unitroot parameters - unitroot examples - p-value - n-lags - n-obs - icbest - python commands --- 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 │ │ └────────────────┴────────────┴────────┘ ``` ---