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itemprop="itemListElement" itemtype="https://schema.org/ListItem" class="breadcrumbs__item breadcrumbs__item--active"><span class="breadcrumbs__link" itemprop="name">unitroot</span><meta itemprop="position" content="4"></li></ul></nav><div class="tocCollapsible_ETCw theme-doc-toc-mobile tocMobile_bxCs"><button type="button" class="clean-btn tocCollapsibleButton_TO0P">On this page</button></div><div class="theme-doc-markdown markdown"><h1>unitroot</h1><p>Unit root test / stationarity (ADF, KPSS)</p><h3 class="anchor anchorWithStickyNavbar_LWe7" id="usage">Usage<a class="hash-link" href="#usage" title="Direct link to heading">​</a></h3><div class="language-python codeBlockContainer_Ckt0 theme-code-block" style="--prism-color:#9CDCFE;--prism-background-color:#1E1E1E"><div class="codeBlockContent_m3Ux"><pre tabindex="0" class="prism-code language-python codeBlock_qGQc thin-scrollbar"><code style="white-space:pre-wrap;overflow-wrap:anywhere" class="codeBlockLines_p187"><span class="token-line" style="color:#9CDCFE"><span class="token plain">unitroot </span><span class="token punctuation" style="color:rgb(212, 212, 212)">[</span><span class="token operator" style="color:rgb(212, 212, 212)">-</span><span class="token plain">r </span><span class="token punctuation" style="color:rgb(212, 212, 212)">{</span><span class="token plain">c</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain">ct</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain">ctt</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain">nc</span><span class="token punctuation" style="color:rgb(212, 212, 212)">}</span><span class="token punctuation" style="color:rgb(212, 212, 212)">]</span><span class="token plain"> </span><span class="token punctuation" style="color:rgb(212, 212, 212)">[</span><span class="token operator" style="color:rgb(212, 212, 212)">-</span><span class="token plain">k </span><span class="token punctuation" style="color:rgb(212, 212, 212)">{</span><span class="token plain">c</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain">ct</span><span class="token punctuation" style="color:rgb(212, 212, 212)">}</span><span class="token punctuation" style="color:rgb(212, 212, 212)">]</span><br></span></code></pre><div class="buttonGroup_6DOT"><button type="button" aria-label="Copy code to clipboard" title="Copy" class="clean-btn"><span class="copyButtonIcons_eSgA" aria-hidden="true"><svg class="copyButtonIcon_y97N" viewBox="0 0 24 24"><path d="M19,21H8V7H19M19,5H8A2,2 0 0,0 6,7V21A2,2 0 0,0 8,23H19A2,2 0 0,0 21,21V7A2,2 0 0,0 19,5M16,1H4A2,2 0 0,0 2,3V17H4V3H16V1Z"></path></svg><svg class="copyButtonSuccessIcon_LjdS" viewBox="0 0 24 24"><path d="M21,7L9,19L3.5,13.5L4.91,12.09L9,16.17L19.59,5.59L21,7Z"></path></svg></span></button></div></div></div><hr><h2 class="anchor anchorWithStickyNavbar_LWe7" id="parameters">Parameters<a class="hash-link" href="#parameters" title="Direct link to heading">​</a></h2><table><thead><tr><th>Name</th><th>Description</th><th>Default</th><th>Optional</th><th>Choices</th></tr></thead><tbody><tr><td>fuller_reg</td><td>Type of regression. Can be ‘c’,’ct’,’ctt’,’nc’ &#x27;c&#x27; - Constant and t - trend order</td><td>c</td><td>True</td><td>c, ct, ctt, nc</td></tr><tr><td>kpss_reg</td><td>Type of regression. Can be ‘c’,’ct&#x27;</td><td>c</td><td>True</td><td>c, ct</td></tr></tbody></table><hr><h2 class="anchor anchorWithStickyNavbar_LWe7" id="examples">Examples<a class="hash-link" href="#examples" title="Direct link to heading">​</a></h2><div class="language-python codeBlockContainer_Ckt0 theme-code-block" style="--prism-color:#9CDCFE;--prism-background-color:#1E1E1E"><div class="codeBlockContent_m3Ux"><pre tabindex="0" class="prism-code language-python codeBlock_qGQc thin-scrollbar"><code class="codeBlockLines_p187"><span class="token-line" style="color:#9CDCFE"><span class="token number" style="color:rgb(181, 206, 168)">2022</span><span class="token plain"> Feb </span><span class="token number" style="color:rgb(181, 206, 168)">16</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token number" style="color:rgb(181, 206, 168)">11</span><span class="token punctuation" style="color:rgb(212, 212, 212)">:</span><span class="token number" style="color:rgb(181, 206, 168)">16</span><span class="token plain"> </span><span class="token punctuation" style="color:rgb(212, 212, 212)">(</span><span class="token plain">🦋</span><span class="token punctuation" style="color:rgb(212, 212, 212)">)</span><span class="token plain"> </span><span class="token operator" style="color:rgb(212, 212, 212)">/</span><span class="token plain">stocks</span><span class="token operator" style="color:rgb(212, 212, 212)">/</span><span class="token plain">qa</span><span class="token operator" style="color:rgb(212, 212, 212)">/</span><span class="token plain"> $ unitroot</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain"> Unit Root Calculation</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">┏━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━┳━━━━━━━━┓</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">┃ ┃ ADF ┃ KPSS ┃</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">┡━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━╇━━━━━━━━┩</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">│ Test Statistic │ </span><span class="token operator" style="color:rgb(212, 212, 212)">-</span><span class="token number" style="color:rgb(181, 206, 168)">28.9536</span><span class="token plain"> │ </span><span class="token number" style="color:rgb(181, 206, 168)">0.2928</span><span class="token plain"> │</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">├────────────────┼────────────┼────────┤</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">│ P</span><span class="token operator" style="color:rgb(212, 212, 212)">-</span><span class="token plain">Value │ </span><span class="token number" style="color:rgb(181, 206, 168)">0.0000</span><span class="token plain"> │ </span><span class="token number" style="color:rgb(181, 206, 168)">0.1000</span><span class="token plain"> │</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">├────────────────┼────────────┼────────┤</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">│ NLags │ </span><span class="token number" style="color:rgb(181, 206, 168)">0.0000</span><span class="token plain"> │ </span><span class="token number" style="color:rgb(181, 206, 168)">3</span><span class="token plain"> │</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">├────────────────┼────────────┼────────┤</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">│ Nobs │ </span><span class="token number" style="color:rgb(181, 206, 168)">759.0000</span><span class="token plain"> │ │</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">├────────────────┼────────────┼────────┤</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">│ ICBest │ </span><span class="token operator" style="color:rgb(212, 212, 212)">-</span><span class="token number" style="color:rgb(181, 206, 168)">3339.2013</span><span class="token plain"> │ │</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">└────────────────┴────────────┴────────┘</span><br></span></code></pre><div class="buttonGroup_6DOT"><button type="button" aria-label="Copy code to clipboard" title="Copy" class="clean-btn"><span class="copyButtonIcons_eSgA" aria-hidden="true"><svg class="copyButtonIcon_y97N" viewBox="0 0 24 24"><path d="M19,21H8V7H19M19,5H8A2,2 0 0,0 6,7V21A2,2 0 0,0 8,23H19A2,2 0 0,0 21,21V7A2,2 0 0,0 19,5M16,1H4A2,2 0 0,0 2,3V17H4V3H16V1Z"></path></svg><svg class="copyButtonSuccessIcon_LjdS" viewBox="0 0 24 24"><path 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