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* Adding versioning to docs --------- Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com> Co-authored-by: tehcoderer <me@tehcoderer.com>
2.0 KiB
Vendored
2.0 KiB
Vendored
title, description
| title | description |
|---|---|
| unitroot | OpenBB SDK Function |
import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';
unitroot
Calculate test statistics for unit roots
Source Code: [link]
openbb.qa.unitroot(data: pd.DataFrame, fuller_reg: str = "c", kpss_reg: str = "c")
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | pd.DataFrame | DataFrame of target variable | None | False |
| fuller_reg | str | Type of regression of ADF test. Can be ‘c’,’ct’,’ctt’,’nc’ 'c' - Constant and t - trend order | c | True |
| kpss_reg | str | Type of regression for KPSS test. Can be ‘c’,’ct' | c | True |
Returns
| Type | Description |
|---|---|
| pd.DataFrame | Dataframe with results of ADF test and KPSS test |
Prints table showing unit root test calculations
Source Code: [link]
openbb.qa.unitroot_chart(data: pd.DataFrame, target: str, fuller_reg: str = "c", kpss_reg: str = "c", export: str = "")
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | pd.DataFrame | DataFrame | None | False |
| target | str | Column of data to look at | None | False |
| fuller_reg | str | Type of regression of ADF test. Can be ‘c’,’ct’,’ctt’,’nc’ 'c' - Constant and t - trend order | c | True |
| kpss_reg | str | Type of regression for KPSS test. Can be ‘c’,’ct' | c | True |
| export | str | Format for exporting data | True |
Returns
This function does not return anything