30 lines
819 B
Python
30 lines
819 B
Python
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import statsmodels.datasets.macrodata.data as macro
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from statsmodels.tsa.stattools import adfuller
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macrod = macro.load().data
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print(macro.NOTE)
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print(macrod.dtype.names)
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datatrendli = [
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('realgdp', 1),
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('realcons', 1),
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('realinv', 1),
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('realgovt', 1),
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('realdpi', 1),
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('cpi', 1),
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('m1', 1),
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('tbilrate', 0),
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('unemp',0),
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('pop', 1),
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('infl',0),
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('realint', 0)
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]
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print('%-10s %5s %-8s' % ('variable', 'trend', ' adf'))
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for name, torder in datatrendli:
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c_order = {0: "n", 1: "c"}
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adf_, pval = adfuller(macrod[name], regression=c_order[torder])[:2]
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print('%-10s %5d %8.4f %8.4f' % (name, torder, adf_, pval))
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