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OpenBB/website/content/current/platform/reference/quantitative/unitroot_test.md
andrewkenreich 7d095fcfd2 heheheheheheeh
2023-11-14 10:31:48 -05:00

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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.
Unit Root Test
Augmented Dickey-Fuller test
Kwiatkowski-Phillips-Schmidt-Shin test
data
target
fuller_reg
kpss_reg
Time series data
unit root tests
unit root tests summary

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