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OpenBB/website/content/sdk/reference/econometrics/root.md
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Co-authored-by: teh_coderer <me@tehcoderer.com>
2022-11-22 16:47:03 +00:00

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title, description
title description
root OpenBB SDK Function

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

root

Calculate test statistics for unit roots

Source Code: [link]

openbb.econometrics.root(data: pd.Series, fuller_reg: str = "c", kpss_reg: str = "c")

Parameters

Name Type Description Default Optional
data pd.Series Series or column of DataFrame of target variable None False
fuller_reg str Type of regression of ADF test c True
kpss_reg str Type of regression for KPSS test c True

Returns

Type Description
pd.DataFrame Dataframe with results of ADF test and KPSS test

Determine the normality of a timeseries.

Source Code: [link]

openbb.econometrics.root_chart(data: pd.Series, dataset: str = "", column: str = "", fuller_reg: str = "c", kpss_reg: str = "c", export: str = "")

Parameters

Name Type Description Default Optional
data pd.Series Series of target variable None False
dataset str Name of the dataset True
column str Name of the column True
fuller_reg str Type of regression of ADF test. Choose c, ct, ctt, or nc c True
kpss_reg str Type of regression for KPSS test. Choose c or ct c True
export str Format to export data. True

Returns

This function does not return anything