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63 lines
2.2 KiB
Markdown
Vendored
63 lines
2.2 KiB
Markdown
Vendored
---
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title: root
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description: This page provides detailed info on running unit root tests on a column
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of a dataset using various types of regression. The page includes usage, parameters,
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and examples.
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keywords:
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- unit root tests
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- dataset
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- econometrics
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- ADF
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- KPSS
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- regression
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="econometrics /root - Reference | OpenBB Terminal Docs" />
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Show unit root tests of a column of a dataset
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### Usage
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```python
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root -v {} [-r {c,ct,ctt,n}] [-k {c,ct}]
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```
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---
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## Parameters
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| Name | Description | Default | Optional | Choices |
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| ---- | ----------- | ------- | -------- | ------- |
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| column | The column and name of the database you want test unit root for | None | False | None |
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| fuller_reg | Type of regression. Can be 'c','ct','ctt','nc'. c - Constant and t - trend order | c | True | c, ct, ctt, n |
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| kpss_reg | Type of regression. Can be 'c', 'ct'. c - Constant and t - trend order | c | True | c, ct |
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---
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## Examples
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```python
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2022 Jun 01, 06:47 (🦋) /econometrics/ $ load fair
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2022 Jun 01, 06:47 (🦋) /econometrics/ $ root fair.yrs_married
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Unitroot from dataset 'fair of 'yrs_married'
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┏━━━━━━━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━┓
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┃ ┃ ADF ┃ KPSS ┃
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┡━━━━━━━━━━━━━━━━╇━━━━━━━━━━╇━━━━━━━┩
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│ Test Statistic │ -8.08 │ 7.01 │
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├────────────────┼──────────┼───────┤
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│ P-Value │ 0.00 │ 0.01 │
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├────────────────┼──────────┼───────┤
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│ NLags │ 34.00 │ 26.00 │
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├────────────────┼──────────┼───────┤
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│ Nobs │ 6331.00 │ 0.00 │
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├────────────────┼──────────┼───────┤
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│ ICBest │ 42958.72 │ 0.00 │
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└────────────────┴──────────┴───────┘
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```
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---
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