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1.2 KiB
Vendored
1.2 KiB
Vendored
title, description, keywords
| title | description | keywords | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| unitroot_test | Learn about the Unit Root Test function in Python, including the Augmented Dickey-Fuller test and the Kwiatkowski-Phillips-Schmidt-Shin test. Explore the parameters, such as data, target, fuller_reg, and kpss_reg, and understand how to interpret the unit root tests summary. |
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import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';
Get Unit Root Test.
Augmented Dickey-Fuller test for unit root. Kwiatkowski-Phillips-Schmidt-Shin test for unit root.
Parameters
data : List[Data] Time series data. target : str Target column name. fuller_reg : Literal["c", "ct", "ctt", "nc", "c"] Regression type for ADF test. kpss_reg : Literal["c", "ct"] Regression type for KPSS test.
Returns
OBBject[UnitRootModel] Unit root tests summary.
Parameters
This function does not take standardized parameters.
Returns
This function does not return a standardized model