Stationarity Diagnostics#
These functions need the optional diagnostics extra:
pip install "impulso[diagnostics]"
Augmented Dickey-Fuller (ADF) unit-root test, one series at a time. |
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Kwiatkowski-Phillips-Schmidt-Shin (KPSS) stationarity test. |
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Johansen cointegration rank test. |
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Determine each series' integration order by repeated differencing. |