mirror of
https://github.com/OpenBB-finance/OpenBB.git
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* Add Statistics Menu * Add Granger Causality test * Apply Black formatting * Add Cointegration Tests * Adjust plotting for Cointegration test * Add Significant parameter to Cointegration tests * Move regression functions to seperate .py files * Progress on Panel Data * A lot of progress for Panel Data * Make functions robust and improve documentation * Re-enable Breusch-Godfrey * Add modify functionality * Improve modify functionality * Add Breusch-Pagan heteroscedasticity test * Capitalize a word * Include documentatin for the Statistics Menu * Update _index.md * Update _index.md * Update _index.md * Fix export statements and add Example datasets * Update example with Longley's dataset * Update documentation with a legit source * Compare the results from each regression models based on the wage_panel dataset * Updated with all relevant types of regression tables * Update with all relevant regression types for Panel data * Update _index.md * Add change column type, improve OLS, add time and entity effects for FE * Update documentation and fix a small bug * Add in Statistics menu, replacing Custom menu * Remove custom menu * Add in documentation * Add in gst files * Cointegration can be used on any amount of columns * Add Tests * Make tests time invariant * Update Poetry and Requirements * Change name of Statistics menu to Econometrics menu * Rename scripts * Add type in Documentation * Change names from Statistics to Econometrics * Add graph * Update tests with rounding and naming * Make minor adjustments to fix the tests * Updating tests : allow extra args for capture * Apply recorder formatting * Adding some minor formatting * Fix error with MyPy * Attempt to fix MyPy annoyance * super small style things * Fix small bugs and add plot command to dwat * Small description mistake * Update documentation with missing argument * Update styling * Add error handling and add improve show functionality * Fix merge issue * Allow import from custom_imports Co-authored-by: Jeroen Bouma <jeroenbouma@MacBook-Pro-van-Jeroen.local> Co-authored-by: jmaslek <jmaslek11@gmail.com> Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
55 lines
3.4 KiB
Markdown
Vendored
55 lines
3.4 KiB
Markdown
Vendored
```
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usage: root [-c {OPTIONS}] [-r {c,ct,ctt,nc}] [-k {c,ct}] [-h] [--export {csv,json,xlsx}]
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```
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Show unit root tests of a column of a dataset.
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In probability theory and statistics, a unit root is a feature of some stochastic processes (such as random walks) that can cause problems in statistical inference involving time series models. A linear stochastic process has a unit root if 1 is a root of the process's characteristic equation. Such a process is non-stationary but does not always have a trend. [Source: Wikipedia]
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```
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optional arguments:
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-c {OPTIONS}, --column {OPTIONS}
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The column and name of the database you want test unit root for (default: None)
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-r {c,ct,ctt,nc}, --fuller_reg {c,ct,ctt,nc}
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Type of regression. Can be ‘c’,’ct’,’ctt’,’nc’. c - Constant and t - trend order (default: c)
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-k {c,ct}, --kps_reg {c,ct}
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Type of regression. Can be ‘c’,’ct'. c - Constant and t - trend order (default: c)
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-h, --help show this help message (default: False)
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--export {csv,json,xlsx}
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Export raw data into csv, json, xlsx (default: )
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```
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Example:
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```
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2022 Feb 24, 05:37 (✨) /econometrics/ $ root return-msft
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Unitroot Test [Column: return | Dataset: msft]
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┏━━━━━━━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━┓
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┃ ┃ ADF ┃ KPSS ┃
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┡━━━━━━━━━━━━━━━━╇━━━━━━━━━━╇━━━━━━┩
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│ Test Statistic │ -22.31 │ 0.09 │
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├────────────────┼──────────┼──────┤
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│ P-Value │ 0.00 │ 0.10 │
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├────────────────┼──────────┼──────┤
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│ NLags │ 1.00 │ 5 │
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├────────────────┼──────────┼──────┤
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│ Nobs │ 757.00 │ │
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├────────────────┼──────────┼──────┤
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│ ICBest │ -3902.73 │ │
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└────────────────┴──────────┴──────┘
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2022 Feb 24, 05:38 (✨) /econometrics/ $ root adj_close-aapl
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Unitroot Test [Column: adj_close | Dataset: aapl]
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┏━━━━━━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━┓
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┃ ┃ ADF ┃ KPSS ┃
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┡━━━━━━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━┩
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│ Test Statistic │ -0.46 │ 4.20 │
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├────────────────┼─────────┼──────┤
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│ P-Value │ 0.90 │ 0.01 │
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├────────────────┼─────────┼──────┤
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│ NLags │ 1.00 │ 17 │
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├────────────────┼─────────┼──────┤
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│ Nobs │ 757.00 │ │
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├────────────────┼─────────┼──────┤
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│ ICBest │ 3214.33 │ │
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└────────────────┴─────────┴──────┘
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``` |