DFuller-Numpy
Implementation of the Dickey-Fuller Test in Numpy
Currently it's working with regression without trend with constant, equivalent to the default regression mode used on stattools.
Implementation of the Augmented Dickey-Fuller Test in Numpy
Implementation of the Dickey-Fuller Test in Numpy
Currently it's working with regression without trend with constant, equivalent to the default regression mode used on stattools.
Implementation of the Augmented Dickey-Fuller Test in Numpy
MIT License