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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
unitroot OpenBB SDK Function

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

unitroot

Calculate test statistics for unit roots

Source Code: [link]

openbb.qa.unitroot(data: pd.DataFrame, fuller_reg: str = "c", kpss_reg: str = "c")

Parameters

Name Type Description Default Optional
data pd.DataFrame DataFrame of target variable None False
fuller_reg str Type of regression of ADF test. Can be ‘c’,’ct’,’ctt’,’nc’ 'c' - Constant and t - trend order c True
kpss_reg str Type of regression for KPSS test. Can be ‘c’,’ct' c True

Returns

Type Description
pd.DataFrame Dataframe with results of ADF test and KPSS test

Prints table showing unit root test calculations

Source Code: [link]

openbb.qa.unitroot_chart(data: pd.DataFrame, target: str, fuller_reg: str = "c", kpss_reg: str = "c", export: str = "")

Parameters

Name Type Description Default Optional
data pd.DataFrame DataFrame None False
target str Column of data to look at None False
fuller_reg str Type of regression of ADF test. Can be ‘c’,’ct’,’ctt’,’nc’ 'c' - Constant and t - trend order c True
kpss_reg str Type of regression for KPSS test. Can be ‘c’,’ct' c True
export str Format for exporting data True

Returns

This function does not return anything