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- [x] Augmented Dickey-Fuller (unit root)
- [ ] Phillips-Perron (unit root)
- [ ] KPSS (unit root)
- [ ] Shapiro-Wilks (normality)
- [x] Jaques-Berra (3rd and 4th moments for normality) (TimeModel…
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Another placeholder for future implementations. Any that overlap with StatsBase should be removed.
- [ ] Augmented Dickey-Fuller (unit root)
- [ ] Phillips-Perron (unit root)
- [ ] KPSS (unit root)
- …
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**Is your feature request related to a problem? Please describe.**
The goal of this feature is to add more useful visualizations, statistics and insights to plot(df, x, y) for time series analysis.
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### 在计量经济学中,单位根检验是用来检验时间序列数据是否具有单位根(非平稳性)的方法之一。常用的单位根检验方法包括ADF检验(Augmented Dickey-Fuller test)和PP检验(Phillips-Perron test)。以下是使用Python和MATLAB进行ADF检验的代码示例:
#### Python代码(使用Statsmodels库(测试通过)
```ruby…
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Hello, thanks for developing this package. I'm getting an error when running the following:
```
> urca::ur.pp(c(rep(0, 10), 2))
Error in coef(test.reg)[2, 1] : subscript out of bounds
```
Env…
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Here's an example setup that will reproduce it.
```
import arch.data.default
default_data = arch.data.default.load()
default = default_data.BAA.copy()
from arch.unitroot import PhillipsP…
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Description of unitroot_kpss and unitroot_pp is as follows:
**_unitroot_kpss_** computes the statistic for the Kwiatkowski et al. unit root test with **linear trend** and **lag 1**. **_unitroot_pp_…
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#### Description
The predictions from Auto-Arima for a daily data are almost same average value. Is there anything I am doing wrong
#### Steps/Code to Reproduce
[item_sales_daily.xlsx](https://gi…
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Criar duas versões de relatórios dinâmicos com a análise SARIMA de uma série do BETS:
- **Versão Didática**: para ensinar um pouco da metodologia e como fazer a análise no R
- **Versão Técnica**: apen…
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TimeModels needs a few diagnostic tests (mentioned here: https://github.com/JuliaStats/TimeModels.jl/issues/23). Do these belong in StatsBase instead? Here is the list:
- [ ] Augmented Dickey-Fuller (…