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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

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title, description, keywords
title description keywords
unitroot This documentation provides in-depth information on how to calculate unit root test statistics, using the OpenBB software. This includes source code, parameter details, and return values for both model and chart functions.
quantitative analysis
unit root test
ADF test
KPSS test
regression

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

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

Calculate test statistics for unit roots

Source Code: [link]

openbb.qa.unitroot(data: pd.DataFrame, fuller_reg: str = "c", kpss_reg: str = "c")

Parameters

Name Type Description Default Optional
data pd.DataFrame DataFrame of target variable None False
fuller_reg str Type of regression of ADF test. Can be c,ct,ctt,nc 'c' - Constant and t - trend order c True
kpss_reg str Type of regression for KPSS test. Can be c,ct' c True

Returns

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

Prints table showing unit root test calculations

Source Code: [link]

openbb.qa.unitroot_chart(data: pd.DataFrame, target: str, fuller_reg: str = "c", kpss_reg: str = "c", export: str = "")

Parameters

Name Type Description Default Optional
data pd.DataFrame DataFrame None False
target str Column of data to look at None False
fuller_reg str Type of regression of ADF test. Can be c,ct,ctt,nc 'c' - Constant and t - trend order c True
kpss_reg str Type of regression for KPSS test. Can be c,ct' c True
export str Format for exporting data True

Returns

This function does not return anything