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63 lines
2.2 KiB
Markdown
Vendored
63 lines
2.2 KiB
Markdown
Vendored
---
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title: unitroot
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description: This documentation page provides a detailed guide on how to use 'unitroot',
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a python function for executing unit root tests including ADF and KPSS. It includes
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parameters details, their choices, and usage examples.
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keywords:
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- unitroot
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- ADF
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- KPSS
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- stationarity
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- root test
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- fuller_reg
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- kpss_reg
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- regression
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- stock
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- statistics
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="stocks/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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