From 32a68479a13f81116733998ecb27acc15d215c1c Mon Sep 17 00:00:00 2001 From: Boyuan Ning <73546421+ningboyuan@users.noreply.github.com> Date: Sat, 12 Mar 2022 20:37:07 +0100 Subject: [PATCH] Update SFEAdfKpss.py version update of the statsmodels.tsa.stattools.kpss function --- SFEAdfKpss/SFEAdfKpss.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/SFEAdfKpss/SFEAdfKpss.py b/SFEAdfKpss/SFEAdfKpss.py index 3419e83..1acf54c 100644 --- a/SFEAdfKpss/SFEAdfKpss.py +++ b/SFEAdfKpss/SFEAdfKpss.py @@ -29,7 +29,7 @@ def ADF(df,maxlag,regression): def KPSS(df,lags,regression): res=[] for col in df.columns: - test_results=kpss(df[col],lags=lags,regression=regression) + test_results=kpss(df[col],nlags=lags,regression=regression) pvalue=test_results[1] if pvalue<=0.05:#test decision test_stat=str(test_results[0].round(4))+'*'