import statsmodels.datasets.macrodata.data as macro from statsmodels.tsa.stattools import adfuller macrod = macro.load().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: c_order = {0: "n", 1: "c"} adf_, pval = adfuller(macrod[name], regression=c_order[torder])[:2] print('%-10s %5d %8.4f %8.4f' % (name, torder, adf_, pval))