adfuller#

swordfish.function.adfuller()#

Perform Augmented Dickey-Fuller unit root test.

Parameters:

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.

Returns:

A dictionary.

Return type:

Constant