stationarity_test
Run the Augmented Dickey-Fuller test to determine whether a time series is stationary, reporting results at 5% significance.
Instructions
Run the Augmented Dickey-Fuller test and report stationarity at 5%.
``regression`` is one of c, ct, ctt or n. ``autolag`` is AIC, BIC, t-stat
or None (no automatic lag selection).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| series | Yes | ||
| autolag | No | AIC | |
| regression | No | c |