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Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
Co-authored-by: tehcoderer <me@tehcoderer.com>
2023-09-29 11:49:05 +02:00

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title, description
title description
unitroot OpenBB Terminal Function

unitroot

Unit root test / stationarity (ADF, KPSS)

Usage

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

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 │        │
└────────────────┴────────────┴────────┘