adfuller

swordfish.function.adfuller()

Perform Augmented Dickey-Fuller unit root test.

参数:

• X (Constant) -- A numeric vector indicating the time series data to test.

• maxLag (Constant, optional) -- A non-negative integer indicating the maximum lag which is included in test, by default DFLT.

• regression (Constant, optional) -- A string indicating the constant and trend order to include in regression, by default DFLT.

• autoLag (Constant, optional) -- A string indicating the method to use when automatically determining the lag length among the values 0, 1, …, maxlag, by default DFLT.

• store (Constant, optional) -- A Boolean value, by default DFLT.

• regResults (Constant, optional) -- A Boolean value, by default DFLT.

返回:

A dictionary.

返回类型:

Constant