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

4 votes187 views5 answers
Numpy add new column
Python
135 votes130 views6 answers
Replace string
Python
-1 vote128 views1 answer
How to know if a string is valid file path python
Python
2 votes116 views1 answer
Public in python
Python
4 votes121 views1 answer
Beuatiful soup find a href
Python
6 votes86 views1 answer
Unicodeencodeerror: 'charmap' codec can't encode characters in position 0-3: character maps to <undefined>
Python
0 vote120 views1 answer
Python append null to array
Python
1 vote114 views1 answer
Python nCr n choose r function
Python
1 vote132 views1 answer
Python plot bins not lining up with axis
Python
1 vote137 views1 answer
How to do key sensing in python
Python