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* Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * This is not a function on CA * Update _index.md * Update _index.md * Update _index.md * Update _index.md * This command does not exist on CA * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Type in dcf help text * Missing the index on dividends function * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Missing index * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Fix missing index * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Fix missing index * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * doesn't exists The command 'disp' doesn't exist on the /stocks/options/ menu. 2022 Feb 16, 08:49 (✨) /stocks/options/ $ disp usage: options {calc,yf,tr,info,pcr,load,exp,vol,voi,oi,hist,chains,grhist,unu,plot,parity,binom,vsurf,greeks,payoff,pricing,screen,cls,home,h,?,help,q,quit,..,exit,r,reset} options: error: argument cmd: invalid choice: 'disp' (choose from 'calc', 'yf', 'tr', 'info', 'pcr', 'load', 'exp', 'vol', 'voi', 'oi', 'hist', 'chains', 'grhist', 'unu', 'plot', 'parity', 'binom', 'vsurf', 'greeks', 'payoff', 'pricing', 'screen', 'cls', 'home', 'h', '?', 'help', 'q', 'quit', '..', 'exit', 'r', 'reset') The command 'disp' doesn't exist on the /stocks/options/ menu. 2022 Feb 16, 08:49 (✨) /stocks/options/ $ * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Create _index.md * Create _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * 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Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Black formatting * Update _index.md * Update _index.md * small ba edits * black formatting code * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * Update _index.md * black formatting code + mc axes * Update _index.md * Update _index.md * Update _index.md * regression * regression * Update _index.md * codespell * codespell * flake8 fix Co-authored-by: Jeroen Bouma <jeroenbouma@MacBook-Pro-van-Jeroen.local> Co-authored-by: jmaslek <jmaslek11@gmail.com>
2.2 KiB
Executable File
Vendored
2.2 KiB
Executable File
Vendored
usage: unitroot [-r {c,ct,ctt,nc}] [-k {c,ct}] [--export {csv,json,xlsx}] [-h]
Unit root test / stationarity (ADF, KPSS)
In statistics, a unit root test tests whether a time series variable is non-stationary and possesses a unit root. The null hypothesis is generally defined as the presence of a unit root and the alternative hypothesis is either stationarity, trend stationarity or explosive root depending on the test used.
See the Wiki page on this subject for more information: https://en.wikipedia.org/wiki/Unit_root_test
optional arguments:
-r {c,ct,ctt,nc}, --fuller_reg {c,ct,ctt,nc}
Type of regression. Can be ‘c’,’ct’,’ctt’,’nc’ 'c' - Constant and t - trend order (default: c)
-k {c,ct}, --kps_reg {c,ct}
Type of regression. Can be ‘c’,’ct' (default: c)
--export {csv,json,xlsx}
Export dataframe data to csv,json,xlsx file (default: )
-h, --help show this help message (default: False)
Example:
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 │ │
└────────────────┴────────────┴────────┘