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<title data-rh="true">econometrics/unit_root - Reference | OpenBB Platform Docs</title><meta data-rh="true" name="viewport" content="width=device-width,initial-scale=1"><meta data-rh="true" name="twitter:card" content="summary_large_image"><meta data-rh="true" property="og:image" content="https://docs.openbb.co/img/banner.png"><meta data-rh="true" name="twitter:image" content="https://docs.openbb.co/img/banner.png"><meta data-rh="true" property="og:url" content="https://docs.openbb.co/platform/reference/econometrics/unit_root"><meta data-rh="true" property="og:locale" content="en"><meta data-rh="true" name="docusaurus_locale" content="en"><meta data-rh="true" name="docsearch:language" content="en"><meta data-rh="true" name="docusaurus_version" content="current"><meta data-rh="true" name="docusaurus_tag" content="docs-default-current"><meta data-rh="true" name="docsearch:version" content="current"><meta data-rh="true" name="docsearch:docusaurus_tag" content="docs-default-current"><meta data-rh="true" property="og:title" content="unit_root | OpenBB Docs"><meta data-rh="true" name="description" content="Learn how to use the Augmented Dickey-Fuller unit root test to check for stationarity in time series data. This function takes in an input dataset and performs the test on specified data columns. The regression type can be customized, and the function returns the results."><meta data-rh="true" property="og:description" content="Learn how to use the Augmented Dickey-Fuller unit root test to check for stationarity in time series data. This function takes in an input dataset and performs the test on specified data columns. The regression type can be customized, and the function returns the results."><meta data-rh="true" name="keywords" content="Augmented Dickey-Fuller,unit root test,data,data columns,unit root,regression,constant,trend,trend-squared,results"><link data-rh="true" rel="icon" href="/img/favicon.ico"><link data-rh="true" rel="canonical" href="https://docs.openbb.co/platform/reference/econometrics/unit_root"><link data-rh="true" rel="alternate" href="https://docs.openbb.co/platform/reference/econometrics/unit_root" hreflang="en"><link data-rh="true" rel="alternate" href="https://docs.openbb.co/platform/reference/econometrics/unit_root" hreflang="x-default"><link data-rh="true" rel="preconnect" href="https://7D1HQ0IXAS-dsn.algolia.net" crossorigin="anonymous"><link rel="search" type="application/opensearchdescription+xml" title="OpenBB Docs" href="/opensearch.xml">
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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"><header><h1>unit_root</h1></header>
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<!-- -->
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<p>Perform Augmented Dickey-Fuller (ADF) unit root test.</p>
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<p>The ADF test is a popular method for testing the presence of a unit root in a time series.
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A unit root indicates that the series may be non-stationary, meaning its statistical properties such as mean,
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variance, and autocorrelation can change over time. The presence of a unit root suggests that the time series might
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be influenced by a random walk process, making it unpredictable and challenging for modeling and forecasting.
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The 'regression' parameter allows you to specify the model used in the test: 'c' for a constant term,
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'ct' for a constant and trend term, and 'ctt' for a constant, linear, and quadratic trend.
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This flexibility helps tailor the test to the specific characteristics of your data, providing a more accurate
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assessment of its stationarity.</p>
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<h2 class="anchor anchorWithStickyNavbar_LWe7" id="examples">Examples<a href="#examples" class="hash-link" aria-label="Direct link to Examples" title="Direct link to Examples"></a></h2>
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<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 keyword" style="color:rgb(86, 156, 214)">from</span><span class="token plain"> openbb </span><span class="token keyword" style="color:rgb(86, 156, 214)">import</span><span class="token plain"> obb</span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain"></span><span class="token comment" style="color:rgb(106, 153, 85)"># Perform Augmented Dickey-Fuller (ADF) unit root test.</span><span class="token plain"></span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">stock_data </span><span class="token operator" style="color:rgb(212, 212, 212)">=</span><span class="token plain"> obb</span><span class="token punctuation" style="color:rgb(212, 212, 212)">.</span><span class="token plain">equity</span><span class="token punctuation" style="color:rgb(212, 212, 212)">.</span><span class="token plain">price</span><span class="token punctuation" style="color:rgb(212, 212, 212)">.</span><span class="token plain">historical</span><span class="token punctuation" style="color:rgb(212, 212, 212)">(</span><span class="token plain">symbol</span><span class="token operator" style="color:rgb(212, 212, 212)">=</span><span class="token string" style="color:rgb(206, 145, 120)">'TSLA'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> start_date</span><span class="token operator" style="color:rgb(212, 212, 212)">=</span><span class="token string" style="color:rgb(206, 145, 120)">'2023-01-01'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> provider</span><span class="token operator" style="color:rgb(212, 212, 212)">=</span><span class="token string" style="color:rgb(206, 145, 120)">'fmp'</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">to_df</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><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">obb</span><span class="token punctuation" style="color:rgb(212, 212, 212)">.</span><span class="token plain">econometrics</span><span class="token punctuation" style="color:rgb(212, 212, 212)">.</span><span class="token plain">unit_root</span><span class="token punctuation" style="color:rgb(212, 212, 212)">(</span><span class="token plain">data</span><span class="token operator" style="color:rgb(212, 212, 212)">=</span><span class="token plain">stock_data</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> column</span><span class="token operator" style="color:rgb(212, 212, 212)">=</span><span class="token string" style="color:rgb(206, 145, 120)">"close"</span><span class="token punctuation" style="color:rgb(212, 212, 212)">)</span><span class="token plain"></span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">obb</span><span class="token punctuation" style="color:rgb(212, 212, 212)">.</span><span class="token plain">econometrics</span><span class="token punctuation" style="color:rgb(212, 212, 212)">.</span><span class="token plain">unit_root</span><span class="token punctuation" style="color:rgb(212, 212, 212)">(</span><span class="token plain">data</span><span class="token operator" style="color:rgb(212, 212, 212)">=</span><span class="token plain">stock_data</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> column</span><span class="token operator" style="color:rgb(212, 212, 212)">=</span><span class="token string" style="color:rgb(206, 145, 120)">"close"</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> regression</span><span class="token operator" style="color:rgb(212, 212, 212)">=</span><span class="token string" style="color:rgb(206, 145, 120)">"ct"</span><span class="token punctuation" style="color:rgb(212, 212, 212)">)</span><span class="token plain"></span><br></span><span class="token-line" style="color:#9CDCFE"><span class="token plain">obb</span><span class="token punctuation" style="color:rgb(212, 212, 212)">.</span><span class="token plain">econometrics</span><span class="token punctuation" style="color:rgb(212, 212, 212)">.</span><span class="token plain">unit_root</span><span class="token punctuation" style="color:rgb(212, 212, 212)">(</span><span class="token plain">column</span><span class="token operator" style="color:rgb(212, 212, 212)">=</span><span class="token string" style="color:rgb(206, 145, 120)">'close'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> data</span><span class="token operator" style="color:rgb(212, 212, 212)">=</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 string" style="color:rgb(206, 145, 120)">'date'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">:</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'2023-01-02'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'open'</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)">110.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'high'</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)">120.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'low'</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)">100.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'close'</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)">115.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'volume'</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)">10000.0</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 string" style="color:rgb(206, 145, 120)">'date'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">:</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'2023-01-03'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'open'</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)">165.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'high'</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)">180.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'low'</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)">150.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'close'</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)">172.5</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'volume'</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)">15000.0</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 string" style="color:rgb(206, 145, 120)">'date'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">:</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'2023-01-04'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'open'</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)">146.67</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'high'</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)">160.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'low'</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)">133.33</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'close'</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)">153.33</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'volume'</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)">13333.33</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 string" style="color:rgb(206, 145, 120)">'date'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">:</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'2023-01-05'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'open'</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)">137.5</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'high'</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)">150.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'low'</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)">125.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'close'</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)">143.75</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'volume'</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)">12500.0</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 string" style="color:rgb(206, 145, 120)">'date'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">:</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'2023-01-06'</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'open'</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)">132.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'high'</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)">144.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'low'</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)">120.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'close'</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)">138.0</span><span class="token punctuation" style="color:rgb(212, 212, 212)">,</span><span class="token plain"> </span><span class="token string" style="color:rgb(206, 145, 120)">'volume'</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)">12000.0</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 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 viewBox="0 0 24 24" class="copyButtonIcon_y97N"><path fill="currentColor" 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 viewBox="0 0 24 24" class="copyButtonSuccessIcon_LjdS"><path fill="currentColor" d="M21,7L9,19L3.5,13.5L4.91,12.09L9,16.17L19.59,5.59L21,7Z"></path></svg></span></button></div></div></div>
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<hr>
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<h2 class="anchor anchorWithStickyNavbar_LWe7" id="parameters">Parameters<a href="#parameters" class="hash-link" aria-label="Direct link to Parameters" title="Direct link to Parameters"> |