“KPSS Test Python” Réponses codées

KPSS Test Python

from statsmodels.tsa.stattools import kpss


def kpss_test(timeseries):
    print("Results of KPSS Test:")
    kpsstest = kpss(timeseries, regression="c", nlags="auto")
    kpss_output = pd.Series(
        kpsstest[0:3], index=["Test Statistic", "p-value", "Lags Used"]
    )
    for key, value in kpsstest[3].items():
        kpss_output["Critical Value (%s)" % key] = value
    print(kpss_output)