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66 lines
2.3 KiB
Markdown
Vendored
66 lines
2.3 KiB
Markdown
Vendored
---
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title: unitroot
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description: Understand the usage, implementation parameters and examples of the unitroot
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function which is used to perform unit root test, stationarity tests like ADF and
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KPSS. Learn about regression types and the calculation of values like Test Statistic,
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P-Value, NLags, Nobs and ICBest.
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keywords:
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- unitroot
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- stationarity tests
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- ADF tests
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- KPSS tests
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- regression types
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- unitroot parameters
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- unitroot examples
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- p-value
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- n-lags
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- n-obs
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- icbest
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- python commands
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="economy/qa/unitroot - Reference | OpenBB Terminal Docs" />
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Unit root test / stationarity (ADF, KPSS)
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### Usage
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```python
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unitroot [-r {c,ct,ctt,nc}] [-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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| fuller_reg | Type of regression. Can be ‘c’,’ct’,’ctt’,’nc’ 'c' - Constant and t - trend order | c | True | c, ct, ctt, nc |
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| kpss_reg | Type of regression. Can be ‘c’,’ct' | c | True | c, ct |
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---
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## Examples
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```python
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2022 Feb 16, 11:16 (🦋) /stocks/qa/ $ unitroot
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Unit Root Calculation
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┏━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━┳━━━━━━━━┓
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┃ ┃ ADF ┃ KPSS ┃
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┡━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━╇━━━━━━━━┩
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│ Test Statistic │ -28.9536 │ 0.2928 │
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├────────────────┼────────────┼────────┤
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│ P-Value │ 0.0000 │ 0.1000 │
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├────────────────┼────────────┼────────┤
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│ NLags │ 0.0000 │ 3 │
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├────────────────┼────────────┼────────┤
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│ Nobs │ 759.0000 │ │
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├────────────────┼────────────┼────────┤
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│ ICBest │ -3339.2013 │ │
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└────────────────┴────────────┴────────┘
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```
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---
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