Stationarity Diagnostics#

These functions need the optional diagnostics extra:

pip install "impulso[diagnostics]"

adf_test

Augmented Dickey-Fuller (ADF) unit-root test, one series at a time.

kpss_test

Kwiatkowski-Phillips-Schmidt-Shin (KPSS) stationarity test.

johansen_test

Johansen cointegration rank test.

integration_order

Determine each series' integration order by repeated differencing.