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1.9 KiB
Vendored
1.9 KiB
Vendored
title, description
| title | description |
|---|---|
| root | OpenBB Terminal Function |
root
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 │
└────────────────┴──────────┴───────┘