mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-06-01 15:33:00 +08:00
* 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>
86 lines
2.4 KiB
Markdown
Vendored
86 lines
2.4 KiB
Markdown
Vendored
---
|
||
title: unitroot
|
||
description: 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.
|
||
keywords:
|
||
- quantitative analysis
|
||
- unit root test
|
||
- ADF test
|
||
- KPSS test
|
||
- regression
|
||
---
|
||
|
||
import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
|
||
|
||
<HeadTitle title="qa.unitroot - Reference | OpenBB SDK Docs" />
|
||
|
||
import Tabs from '@theme/Tabs';
|
||
import TabItem from '@theme/TabItem';
|
||
|
||
<Tabs>
|
||
<TabItem value="model" label="Model" default>
|
||
|
||
Calculate test statistics for unit roots
|
||
|
||
Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/common/quantitative_analysis/qa_model.py#L135)]
|
||
|
||
```python
|
||
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 |
|
||
---
|
||
|
||
</TabItem>
|
||
<TabItem value="view" label="Chart">
|
||
|
||
Prints table showing unit root test calculations
|
||
|
||
Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/common/quantitative_analysis/qa_view.py#L839)]
|
||
|
||
```python
|
||
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
|
||
|
||
---
|
||
|
||
</TabItem>
|
||
</Tabs>
|