panel_unitroot
Run panel unit root tests to determine whether a variable is stationary across units, using LLC, IPS, Fisher ADF, or Hadri methods with lag selection and trend options for reliable causal analysis.
Instructions
Panel unit root test. Validation: validated evidence tier (known-truth, reference, external-parity, or Monte Carlo artifact).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| id | No | Unit identifier. | id |
| lags | No | Number of ADF lags. If None, uses AIC selection. | |
| test | No | Test type: 'llc' (Levin-Lin-Chu), 'ips' (Im-Pesaran-Shin), 'fisher' (Fisher-type ADF), 'hadri' (stationarity test). | ips |
| time | No | Time identifier. | time |
| trend | No | 'n' (none), 'c' (constant), 'ct' (constant + trend). | c |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| variable | Yes | Variable to test. | |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | Yes | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||