Adf test python

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)

Source: statsmodels.org

Similar codes

0 vote155 views1 answer
Create a colun in pandas using groupby
Python
0 vote140 views1 answer
Matplotlib subplots share x axis
Python
1 vote139 views1 answer
Anaconda install requests
Python
0 vote166 views1 answer
Create tiff stack in python
Python
12 votes131 views1 answer
Copy a dict in python
Python
3 votes160 views1 answer
Lambda with two columns pandas
Python
1 vote128 views1 answer
Python fiscal year prior
Python
8 votes177 views5 answers
Python string lowercase
Python
3 votes154 views1 answer
Frozen
Python
0 vote128 views1 answer
Art library in python spyder
Python