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OpenBB/website/content/terminal/reference/economy/qa/unitroot.md
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---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
unitroot Understand the usage, implementation parameters and examples of the unitroot function which is used to perform unit root test, stationarity tests like ADF and KPSS. Learn about regression types and the calculation of values like Test Statistic, P-Value, NLags, Nobs and ICBest.
unitroot
stationarity tests
ADF tests
KPSS tests
regression types
unitroot parameters
unitroot examples
p-value
n-lags
n-obs
icbest
python commands

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

Unit root test / stationarity (ADF, KPSS)

Usage

unitroot [-r {c,ct,ctt,nc}] [-k {c,ct}]

Parameters

Name Description Default Optional Choices
fuller_reg Type of regression. Can be ‘c’,’ct’,’ctt’,’nc’ 'c' - Constant and t - trend order c True c, ct, ctt, nc
kpss_reg Type of regression. Can be ‘c’,’ct' c True c, ct

Examples

2022 Feb 16, 11:16 (🦋) /stocks/qa/ $ unitroot
         Unit Root Calculation
┏━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━┳━━━━━━━━┓
┃                ┃ ADF        ┃ KPSS   ┃
┡━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━╇━━━━━━━━┩
│ Test Statistic │ -28.9536   │ 0.2928 │
├────────────────┼────────────┼────────┤
│ P-Value        │ 0.0000     │ 0.1000 │
├────────────────┼────────────┼────────┤
│ NLags          │ 0.0000     │ 3      │
├────────────────┼────────────┼────────┤
│ Nobs           │ 759.0000   │        │
├────────────────┼────────────┼────────┤
│ ICBest         │ -3339.2013 │        │
└────────────────┴────────────┴────────┘