Repository URL to install this package:
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Version:
0.10.2 ▾
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from __future__ import print_function
from .diagnostic import unitroot_adf
import statsmodels.datasets.macrodata.data as macro
macrod = macro.load(as_pandas=False).data
print(macro.NOTE)
print(macrod.dtype.names)
datatrendli = [
('realgdp', 1),
('realcons', 1),
('realinv', 1),
('realgovt', 1),
('realdpi', 1),
('cpi', 1),
('m1', 1),
('tbilrate', 0),
('unemp',0),
('pop', 1),
('infl',0),
('realint', 0)
]
print('%-10s %5s %-8s' % ('variable', 'trend', ' adf'))
for name, torder in datatrendli:
adf_, pval = unitroot_adf(macrod[name], trendorder=torder)[:2]
print('%-10s %5d %8.4f %8.4f' % (name, torder, adf_, pval))