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adf test python

Uptight Unicorn answered on February 2, 2022 Popularity 7/10 Helpfulness 6/10

answer adf test python

adf test python

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from statsmodels.tsa.stattools import adfuller


def adf_test(timeseries):
    print("Results of Dickey-Fuller Test:")
    dftest = adfuller(timeseries, autolag="AIC")
    dfoutput = pd.Series(
        dftest[0:4],
        index=[
            "Test Statistic",
            "p-value",
            "#Lags Used",
            "Number of Observations Used",
        ],
    )
    for key, value in dftest[4].items():
        dfoutput["Critical Value (%s)" % key] = value
    print(dfoutput)

Popularity 7/10 Helpfulness 6/10 Language python

Source: www.statsmodels.org

Tags: python

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