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---------

Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
Co-authored-by: tehcoderer <me@tehcoderer.com>
2023-09-29 11:49:05 +02:00

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title, description
title description
root OpenBB Terminal Function

root

Show unit root tests of a column of a dataset

Usage

root -v {} [-r {c,ct,ctt,n}] [-k {c,ct}]

Parameters

Name Description Default Optional Choices
column The column and name of the database you want test unit root for None False None
fuller_reg Type of regression. Can be 'c','ct','ctt','nc'. c - Constant and t - trend order c True c, ct, ctt, n
kpss_reg Type of regression. Can be 'c', 'ct'. c - Constant and t - trend order c True c, ct

Examples

2022 Jun 01, 06:47 (🦋) /econometrics/ $ load fair

2022 Jun 01, 06:47 (🦋) /econometrics/ $ root fair.yrs_married

Unitroot from dataset 'fair of 'yrs_married'
┏━━━━━━━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━┓
┃                ┃ ADF      ┃ KPSS  ┃
┡━━━━━━━━━━━━━━━━╇━━━━━━━━━━╇━━━━━━━┩
│ Test Statistic │ -8.08    │ 7.01  │
├────────────────┼──────────┼───────┤
│ P-Value        │ 0.00     │ 0.01  │
├────────────────┼──────────┼───────┤
│ NLags          │ 34.00    │ 26.00 │
├────────────────┼──────────┼───────┤
│ Nobs           │ 6331.00  │ 0.00  │
├────────────────┼──────────┼───────┤
│ ICBest         │ 42958.72 │ 0.00  │
└────────────────┴──────────┴───────┘