jerry/OpenBB
1
0
Fork 0
mirror of https://github.com/OpenBB-finance/OpenBB.git synced 2026-10-29 21:42:22 +00:00
Code Issues Packages Projects Releases Wiki Activity
Files
cffd302b0f028abda77d75983f775ace34fe3c19
OpenBB/website/content/terminal/reference/econometrics/root.md
DidierRLopes 4ad995fdd0 Docs/terminalpro and improvement (#5622) 
* add first iteration of content for Terminal Pro

* Update index.md

* Update dashboards.md

* Update folders.md

* Update grouping.md

* Update report.md

* Update templates.md

* Update quick-start.md

* Update index.md

* Update index.md

* Update home.md

* Update news.md

* Update index.md

* Update index.md

* Update index.md

* Update data-provider.md

* Update chat-with-widget.md

* Update data-manipulation.md

* Update forecasting.md

* fix: images self closing tags

* fix: only pro visitors can see pro

* inter font

* improve SEO content and restructuring

* add new package for toggle on tutorials

* move folder around

* improve main page of each prod

* small updates and improvements

* fix logo above

* small improvement in headtitle for portfolio funcs

* fix typos from OpenAI's GPT-4

* fix _category_ json

* remove generic SEO words

* add script that generates SEO for documentation

* add missing file

* remove sdk warning message

* fix links for andrew

---------

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

2.2 KiB
Vendored
Raw Blame History

title, description, keywords
title description keywords
root This page provides detailed info on running unit root tests on a column of a dataset using various types of regression. The page includes usage, parameters, and examples.
unit root tests
dataset
econometrics
ADF
KPSS
regression

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

Show unit root tests of a column of a dataset

Usage

root -v {} [-r {c,ct,ctt,n}] [-k {c,ct}]

Parameters

Name Description Default Optional Choices
column The column and name of the database you want test unit root for None False None
fuller_reg Type of regression. Can be 'c','ct','ctt','nc'. c - Constant and t - trend order c True c, ct, ctt, n
kpss_reg Type of regression. Can be 'c', 'ct'. c - Constant and t - trend order c True c, ct

Examples

2022 Jun 01, 06:47 (🦋) /econometrics/ $ load fair

2022 Jun 01, 06:47 (🦋) /econometrics/ $ root fair.yrs_married

Unitroot from dataset 'fair of 'yrs_married'
┏━━━━━━━━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━┓
┃                ┃ ADF      ┃ KPSS  ┃
┡━━━━━━━━━━━━━━━━╇━━━━━━━━━━╇━━━━━━━┩
│ Test Statistic │ -8.08    │ 7.01  │
├────────────────┼──────────┼───────┤
│ P-Value        │ 0.00     │ 0.01  │
├────────────────┼──────────┼───────┤
│ NLags          │ 34.00    │ 26.00 │
├────────────────┼──────────┼───────┤
│ Nobs           │ 6331.00  │ 0.00  │
├────────────────┼──────────┼───────┤
│ ICBest         │ 42958.72 │ 0.00  │
└────────────────┴──────────┴───────┘