stationarity
Run ADF and KPSS tests jointly to obtain a combined stationarity verdict for a time series.
Instructions
Run ADF and KPSS together and give a combined stationarity verdict.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| series_id | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| adf | Yes | A single statistical test outcome. | |
| kpss | Yes | A single statistical test outcome. | |
| verdict | Yes | Combined reading of both tests. | |
| series_id | Yes | ||
| differencing_hint | Yes |