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common.qa.unitroot

To obtain charts, make sure to add chart=True as the last parameter

Get underlying data

###common.qa.unitroot(data: pandas.core.frame.DataFrame, fuller_reg: str = 'c', kpss_reg: str = 'c') -> pandas.core.frame.DataFrame

Calculate test statistics for unit roots

Parameters
----------
data : pd.DataFrame
    DataFrame of target variable
fuller_reg : str
    Type of regression of ADF test. Can be ‘c’,’ct’,’ctt’,’nc’ 'c' - Constant and t - trend order
kpss_reg : str
    Type of regression for KPSS test.  Can be ‘c’,’ct'

Returns
-------
pd.DataFrame
    Dataframe with results of ADF test and KPSS test

Getting charts

###common.qa.unitroot(data: pandas.core.frame.DataFrame, target: str, fuller_reg: str = 'c', kpss_reg: str = 'c', export: str = '', chart=True)

Show unit root test calculations

Parameters
----------
data : pd.DataFrame
    DataFrame
target : str
    Column of data to look at
fuller_reg : str
    Type of regression of ADF test. Can be ‘c’,’ct’,’ctt’,’nc’ 'c' - Constant and t - trend order
kpss_reg : str
    Type of regression for KPSS test. Can be ‘c’,’ct'
export : str
    Format for exporting data