--- title: unitroot description: This page offers a detailed guide on the use of the unit root function in testing stationarity, parameters included, and usage examples. keywords: - unit root - stationarity - ADF - KPSS - regression type - code examples --- 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 │ │ └────────────────┴────────────┴────────┘ ``` ---